It's a security thing with Windows... more problematic in the later Windows versions. And it isn't restricted to just XIV--other games and programs can have issues with it too. Certain actions are restricted to the lower user level you typically run in now. Lowering/disabling UAC can mitigate some of the issues that can crop up, but that can leave you exposed to attack vectors if you aren't using best practices for networks/internet.

Ultimately, you may need to assign specific programs to run as administrator in the shortcut's compatibility properties for them to function properly.