Yeah, Microsoft's policy is that in a multiplayer Xbox game you only play with/against other people on Xbox. If Square wanted to, they could set up Xbox-only servers for FF14 like Trion does with Defiance or Bethesda with Elder Scrolls Online. Sony has no such rule so it's cool for PS3/PS4 players to be on the same servers as everyone else.

Oddly one of the only exceptions to this policy is the Xbox 360 version of Final Fantasy XI which shares the same servers as the PC and PS2 players.