The job quests highlights the personality aspect of your character, your playstyle or so its called. It doesn't change the flow in MSQ, same way ranking up in GC will refer to you by your rank in MSQ. Everyone has their own traits, some more preferable/outwards, some hidden. You don't have to do them all, just what you think defines your character more. I started as SMN when I finished HW and I couldn't care less if Estinien thinks I'm a peasant but Raubahn designating my proper rank in discussing strategy is somewhat noticeable.