Because we don't have the option not to. Generally speaking a lot of MMO's will let you jump into level cap content as soon as you hit the level cap. You're not tired to the story if you're not enjoying it. Maybe the portion of the story you're working on is dragging on and boring. A lot of MMO's have the ability to simply move on to the next zone and start a new story.

Or forego the story all together and level in any way you want.

In FFXIV you're forced to play the leveling game the way the developed want you to, not the way you want to.