Honestly, since WoL is a commissioned officer in at least one of the Grand Companies, they should not have gotten involved in the Ishgardian War for that reason, but you're probably given more leeway in that in the fact that the are basically what amounts to a mercenary with a commission. (And the whole main character thing)
The WoL is ultimately treated as an adventurer first and fore most, not as their rank in whichever GC they choose to join (of which they can also leave). As for "they should not have gotten involved in the Isghardian War", Ishgard's war was against dragons, which aren't really classified as people (spoken) but as scalekin, just another animal (going by Eorzean naturalists), or even an actual nation. Best thing to compare it to would be a mercenary running from English/Polish/German military courts for a crime he didn't commit, and along the way help out a French village that's been under seize by an enormous pack of wolves.