As far as i'm aware, most Au Ri come from Doma, the land of Yugiri and her shinobi (Let's think as ancient Mongolia and Japan). I don't know when or how they came to Eorzea, but as far as i'm aware, they came together with Yugiri as refugees by the end of A Realm Reborn. But we only get to see that Yugiri is actually an Au Ra in the beginning of Heavensward. Surely enough, when we go to Doma liberate it from the Garleans, we will get not only more lore about the Au Ri -- but at least one new job as well! The Samurai will come. And i really woulda want to see how the Samurai would blend in in Hydaelyn's lore.