Those things are (a) utterly imaginary and in no way tethered to the reality of how this game works, and (b) not unique to NFTs.
Legal ownership: The EULA stipulates that everything in the game is the property of the company and that they can do pretty much whatever they want with it. We all trust that they will deal with us in good faith, but if they ban your account or they lose your character data or something you do not have any legal recourse. You signed it away.
Having an NFT associated with your item doesn't change any of that. You say "Even if you were banned by SE they could not take the NFT outfit from you as you own it on the blockchain." What exactly does that mean? Do you envision NFTs as permanent, reusable item codes you can redeem over and over? If I break the rules of the game and get myself banned, how exactly do you think that "owning it on the blockchain" would give me access to my banned character's item? Is someone going to force SE to give it to another character of my choice?
I doubt it's been litigated anywhere, but I would wager everything I possess that the first person to take SE to court arguing that their identifier in an NFT registry overrides the legal contract they signed is going to lose. Very badly.
More to the point, SE could give you legal ownership of your items at any time and without using NFTs. What you are describing isn't some special property of NFTs. It is a completely imaginary world totally divorced from the way the game currently works in which you are just waving away foundational design and legal principles... because NFTs!
Alienability: Again: NFTs don't magically change the way the game works. If SE wanted to make Mog Station items transferable, they could do it at any time. Without NFTs. Attaching an NFT to your whale mount or angel outfit is not a necessary step for SE to make them tradeable. This is not a benefit of adding NFTs to the game. It is just imagining new ways you would like the game to work. It is exactly as grounded as saying that SE should sell FFXIV-branded sake so we can get an in-game drunk mode.
So what about other games? The ones where you can freely trade items around? They all already have ways to trade items without NFTs. I've played at least a dozen online games over a couple decades and never once in all that time have I thought "you know, I don't really own the Iron Ore I'm buying from the auction house; it's too bad there isn't an external digital registry showing that I own it." Not once have I had trouble buying or selling an item or felt less secure in my claim to ownership over the gear I'm wearing or the stuff in my bags because it wasn't attached to an NFT. Barter, trading, and sales -- including real-money sales -- have existed in video games since the advent of online multiplayer games heretofore unimpeded by the absence of NFTs. So exactly what good are NFTs? In what way would item sales be better or more secure if we all had NFT items instead of what we have now?
Cross-game items: Setting aside the utterly fantastic and unrealistic nature of true cross-game items, where I could import my FFXIV outfit into TERA or WoW or something, there are already cross-game trade economies (d2jsp.org) and small-scale cross-promotions that have nothing to do with NFTs. In what way would these be improved if we all had NFTs attached to our items?
I would love to hear an actual benefit of NFTs in games, but it has to be something that you couldn't just do without NFTs. Because then it is not a benefit of NFTs: it is just an imaginary change you've come up with that shares some conceptual space with something related to the blockchain. Or something.