Actually, some of those games do actually have direct lore links to these themes (man vs god. Chosen on a divine quest. Following divine will etc). Those links are just not fully explored by their MSQ's.
FFVIII is definitely an exception, because the quest is most certainly human-given, even if you follow the deep lore. The conflict follows the same theme (man vs god, where "god" has a stand-in via sorceresses), because the fight against the sorceresses is a continuation of the human war against the god, Hyne. That conflict was initiated by Hyne (he started it by burning human children), however the quest to continue hunting for the pieces of Hyne (sorceresses) was human given.
IX, however, is kind of a middle ground between a divine quest and a man made quest in that it is extremely thematic. It's definitely one of my favorite spins on the theme. As you say, Zidane is un-chosen, in that he begins as a chosen one of Tera, is cast out by Kuja into Gaia, and returns as the unlikely hero of Gaia against Tera (keep in mind that Tera and Gaia are both Mother Crystals in the lore of FFIX). However, the story is ultimately about the triumph of life over death, and it ends with the heroes facing Necron, who seeks to destroy life.
Though the crystal never explicitly chooses Zidane and crew to defend it (via a divine voice speaking to you or some other such nonsense), it's thematically implied that you are the unlikely chosen hero in the final scenes before the fight in which your fallen party members pass on their life source to you so that you can defeat Necron. It's also implied by the final dialogue between Necron and Zidane, in which Zidane references immortal memory as a reason for overcoming death. In FFIX the mother crystal isn't really a character so much as it is an amalgamation of life and the memories of past lives. At the end of the game, Zidane and party are the representation of that life's desire to keep on living. So, in a sense, they are given their quest by life itself, which is the mother crystal. It's extremely thematic writing, and was a nice change from the blatant "I am thou god. Do my bidding!" kind of quests we're used to.
XII, as well, has a fairly interesting twist in that you're not playing the chosen at all, in that game. You're basically playing the bystander or even the villain.
The story is still about a conflict between man and. god. Not only is there the massive backstory behind the Espers having a rebellion against the gods that formed them, but Vayne's and Cid's ambitions were tied to the goal of freeing mankind from having a fate guided by the hands of the Occuria (Aka "The Undying"). Their goal was to cut off Ivalice's connection to the Occuria, basically continuing the rebellion of the espers. They were actually given this goal by one of The Undying (the rebellious one who speaks to Cid and makes him look insane) in the first place. As such, they were following divine will. Vayne, however, had plans of his own and sought to realize both his goal and the god's at the same time.
In that regard, we are actually playing the "villains" in that game, which is very interesting. Only, by the end, we become the "alternative" instead. This is all a little difficult to gather from the plot, though, because the main characters are almost singularly focused on their human war and saving the kingdom. They tend to overlook the involvement of the divine, and our hand in the divine quest is one of unknowing opposition.
The problem with FFXIV, so far, is that Hydaelyn does not seem to really have an agenda of her own. As of yet, she has primarily been shown as a reactionary character. She never takes initiative (other than to guide us a little through echo vision). Instead, she simply shows up to give a helping hand when we are in dire need. In that regard, the war between Hydaelyn and Zodiark seems awfully one-sided. Zodiark has absolutely no presence whatsoever, but his followers are constantly on the assault. Hydaelyn, on the other hand, seems to do nothing until she is forced to defend. It's hard to say that she's really given us a "quest" so to speak, because a quest requires pro-active action. We do have a goal, kind of (defend against the dark!), but that goal is extremely ambiguous and most of our actions are guided by humans rather than the divine. More often than not, we tend to just stumble into the divine part of it. So, I, like you, am still waiting for this to go somewhere...

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