Do we really need a "big bad?" Frankly, I've been much more pleased with the subtle tones present throughout the 2.1, 2.2, and 2.3 content. Instead of a clear, identifiable "big bad" looming over Eorzea (which we do have, somewhat, in the form of Zodiark/Ascians), we have several threats that bear tertiary links, slowly closing in around us.

That some elements of them remain unseen (their actions, less so) has been good for building tension in the story. When more is revealed to us, it's going to be pretty satisfying.