Unfortunately, the reality of the 'internet' is that it's a bunch of much smaller networks interconnected into larger ones. And no one person controls all of it, much less the people on each end. For me, to hit this website, my connection goes: my house -> CenturyLink -> Qwest -> Telstra Global -> AsiaNetCom -> the FFXIV forums. There are several hops in each of those steps, too, for a total of 11 routers involved. If something chokes and dies in Qwest or Telstra, there's not much that either CenturyLink or SquareEnix can do to make it so I can connect to the server again.
It's understandable to be frustrated when there's a set of horrific lag affecting folks and you're one of them. But to say "FFXIV is a service, and my internet is a service, therefore one of them should fix my connection" when the issue lies on a boundary router outside of someone's control is less like the power company itself shutting your power off and a bit more like...
Well, let's say I'm staying at a hotel (we'll call it the Canopy), and I want to go to a restaurant in a nearby city (we'll call it the Bismark). I make reservations at the Bismark and go to drive there from the Canopy, but halfway there I come across a place where there's been a traffic accident and all traffic has slowed to a standstill. Now I'm going to miss my dinner reservation. In this scenario, is there realistically anything that the Bismark or the Canopy can do to make the traffic clear up for me? No matter how much they might want to—and the Bismark probably does want me to come have dinner there and pay for delicious things—neither side of that path has any control over the traffic between them. My only real option if I don't want to just sit and wait for the traffic to clear up is to find a different route and drive around the problem.
In effect, that's what a VPN is doing: it's picking a different route, so you can drive around around the traffic accident. It shouldn't be required, you're right. But it's an option nonetheless.
Now, if the problem is directly with your ISP, that's another matter; that's more like if the Canopy's parking lot gate wouldn't go up to let you get out onto the roads in the first place, and you'd be absolutely right to go ask the front desk if someone could maybe release your car so you can be on your way. In that scenario your ISP can and should fix it, and as one of their paying customers you'd have every justifiable right to demand a fix from them.