Job quests were a missed opportunity to do this. Level 60 job quests should push the player to 80-85% of his class's potential. If anyone happens to be familiar with the legendary Rogue quest in WoW back in Cataclysm, that was a fine example of great challenging single player content. The initial part of the quest basically took advantage of all of the Rogue class's stealth mechanics, and it culminated in a 1v1 boss fight that demanded you use all your tools to balance damage output, interrupts, and self-healing.

I get goosebumps just imagining something like that for every Job in FFXIV, but the devs are probably too scared to do it because most of the playerbase couldn't be bothered to do more than a 1-2-3 rotation.