If you're familiar with Dungeons & Dragons, especially with 3.5 edition rules, the easiest way to think about this is to equate "jobs" in FFXIV with "prestige classes" in 3.5E D&D. Jobs, as implemented in A Realm Reborn, are essentially "specialisations" of the base class from which they grow.
This is, to a certain extent, supported by the type of roles adopted by normal adventuers in Eorzea: Very few of them perform as "jobs", and most of them are categorised in the far more common adventurer "classes". As Enkidoh said, the classes are martial/arcane disciplines currently taught by guilds, and are therefore more common and accessible to run-of-the-mill adventurers.
Jobs are more exotic in comparison, and far less common. The dragoons, for example, are Ishgard's special forces, and canonically, only about 10 are still alive in the city today. Similarly, paladins are supposed to be part of the Sultansworn, the personal guard of Ul'dah's royal family. Summoners were as good as extinct until A Realm Reborn, until you, the WoL, revived the ancient Allagan art, as was the art of scholarly Nymian magic.
...but this distinction has been blurring since Heavensward. As mentioned, machinists were a completely new "job" and, according to its own lore, it was in no way exclusive, and was in fact meant to be the fastest way to arm as many as commoners as possible in Ishgard, to bolster the city's defences against the Dravanian Horde. And then there are the samurai, for example, who practise a discipline that's across the Far East, and is "exotic" only to everyday Eorzeans.
The thing to remember is that the classes are artefacts from the 1.0 version of FFXIV, the original roles that launched with the game. For better or worse, that is the legacy inherited by today's FFXIV.
I think the original intention was for the classes to be more generalised than the specialised "jobs", and this was reflected in the greater number of "role skills" that classes could carry compared to jobs.
But that concept was never given proper support as development of the game progressed, and there never was any content in which the base classes could still be relevant past level 30. Which is a bit of a pity, but that is how it is.
From a lore perspective, I would think there's nothing to say that a highly experienced lancer can't be as effective a combatant as a dragoon, for example. But the game mechanics, unfortunately, wasn't designed that way.
I suppose one way to think about it is that it distinguishes you, the WoL, from all the other adventuers in Eorzea, who are mere "classes", while you are the master of one or more jobs.



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