Technically speaking, all physical melee DPS do have 'utility', it's just some has more than others depending whether they're selfish DPS (utility focused on themselves to put less pressure on the party) or a DPS that supports the party.
Arms Length = Slow enemies when hit / cannot be knocked back.
Feint = Physical Damage down on enemy.
Low Blow = Stun.
Second Wind = Self Heal.
Bloodbath = Lifesteal.
Most of the time, people just don't use arms length or Low Blow for regular content since people expect the tanks to get aggro first. You actually do get usage out of Low Blow since you can stun most enemies from casting (which can lead to a very strong skip in Castrum when the 3 stuns are timed perfectly), but it's not usable against most end bosses. Actually, most people just use arms length for the preventative knockback later on instead. Arms length and Bloodbath can prevent a wipe if the DPS can do good AoE burst damage in a dungeon pull because you'd be able to act as a temporary tank with the amount of sustain you get from the two skills. Not necessarily utility for the party, but utility to survive a wipe while the healer is busy raising the tank.
Each individual DPS's utility in their toolkit:
Ninjas giving trick attack (damage up towards a target). A bind on an enemy (which is rarely used since bind is pretty much garbage).
MNK giving Brotherhood (Party damage buff and self buff).
DRG giving Dragon sight to one ally, Battle Litany (party crit support skill)
SAM - Selfish DPS, all support goes to doing more DPS, unless they use Merciful eyes.
All physical ranged DPS have:
Arms Length = slow enemies when hit / cannot be knocked back..
Head Graze = Interrupt
Foot Graze = Bind enemy
Leg Graze = Apply Heavy on enemy.
Peloton = Out of Combat Movement speed up.
Second Wind = Personal Heal.
Physical ranged DPS have a lot of utility, it's just not all are applicable for most content. Most of the time, people are pulling multiple enemies and a Bind isn't as useful unless you're doing something like Min ILV coils and you need that bind to help kite an enemy since your healer slightly lagging behind in healing output. Naturally, people just don't use them for that reason since it's faster to just kill the enemies in one go as the effects are very minimal. Instead, physical ranged DPS usually have their own support utility in their own toolkits.
Dancers have a dance partner who they can superbuff in damage, as well as an AoE buff in Technical Finish.
Bards have their music to give a partywide support buff, an Esuna (Warden's Paean), and a healing support skill (Nature's Minne).
Machinist is a selfish DPS so their utility is just to support their own damage (reassemble). All physical ranged supports do have a party-wide damage mitigation tool though.
All magical DPS have:
Addle - Magic damage down on enemy.
Swiftcast - next spell is instant cast.
Lucid Dreaming - Restores MP to self over time.
Surecast - Unable to interrupt cast from most attacks/cannot be knocked back
Then the magical DPS also have their own niches:
Black mages have a secondary CC skill in the form of AoE Sleep. However, they don't need to use it for the most part since damage wakes the enemies up, and they're all about giving as much damage to the group as possible. It's a more niche usage that doesn't pop up anymore... unless your tank dies and you have to sleep the adds so the healer can raise. Note the DPS who continues to attack will break the sleep so... use at your own discretion. They have manaward for personal shield utility.
Summoners have a resurrection action utility + Phoenix at lv 80 which applies a Heal over Time buff to allies 15 yalms in range, but you usually trigger this automatically in the rotation. They do have their own shield skill if they have to cast it to get an HP buffer if they have to spend some time hardcasting a ress to the dead healers. Other times, they can use swiftcast into a ress.
Red mages have Embolden - a DPS support utility to the party, a healing spell - Vercure, and have one of the strongest resurrections abilities - verraise, thanks to their dualcast trait.
For both summoners and red mages, Lucid Dreaming is there to help with MP from excessive raises.
So there is a good amount of utility, but a lot of it is centered around non-optimal situations. In an optimized environment, you generally won't need these extra utility skills as your healer can heal through the damage, unless you're doing Min ILV or high-end content (where every job has the responsibility to help mitigate incoming damage to survive the encounter).