There are character builds in FFXIV, it's just that they're called Classes/Jobs, and each one has a different play style. Think of jobs as fighting game characters. You learn the move list and combos the same as you would for a fighting game character but each has pros, cons, mechanics, properties, etc.
Don't be fooled into the 'illusion of choice'. FFXI, for those who never played it, has somethng called the "Merit" system for players to continue their character's growth once the level cap is reached. Upon reaching the level cap (used to be 75), additional EXP was converted into Limit Points which after accruing 10k, gave you 1 "Merit Point". Merit points could be used to purchase bonuses which are either universal (+HP/MP, +Base stats), or job specific bonuses (new trait, spell, or ability). The illusion of choice in that system was each category had a cap, so you couldn't unlock and upgrade everything for your job, only a few (i.e. unlock the Lv.1 version of all 5 things for your job..or unlock 2 things but upgrade them to Lv.5). The issue was...there was ALWAYS a best option. Some of the traits/spells/abilities were worthless, some were amazing. You *COULD* unlock the weird ones and claim it helps 'your build' but you would be ostrcized when you were invited to a raid and were expected to have a certain skill. Example 1: You purchase all the +STR upgrades for your character, but when you played a mage job, you missed out on potential INT/MND bonuses. This reduced your job's efficacy, albeit very slightly. A more pertinent example: DRG in FFXI had a merit ability called "Angon", which reduced the target's Defense by 20% for 30 seconds. Maxing out Angon cost 5 out of the 10 category points and increased the duration to 60 seconds, which was amazingly valuable. A DRG that forgoes maxing out Angon in favor of some other ability, despite having a 'choice', would result in a kick or not being invited. ILLUSION OF CHOICE. A third example was Red Mage which had 5 spells with merits: Dia 3 (-15% defense down), Bio 3 (-15% attack), Paralyze 2 (chance to interrupt a target's spell/auto attack), Slow 2 (reduce a target's auto attack), Blind 2 (reduced a target's accuracy). With that merit system, a Red Mage could unlock each of those spells and upgrade them all to level 2, but that build would have been considered worthess compared to a player that had Dia 3 and Slow 2 maxed out, with the other spells not even unlocked.
ILLUSION OF CHOICEEEEE