It's been that way since the very first FF game which started out as a Dungeons and Dragons copy seen through a Japanese prism (European medieval swords-and-sorcery fantasy)... before suddenly throwing in robots, submarines, holograms, a flying castle populated with armoured mechs, time travel, and of course an airship.

And successive games in the series just built on that, some games having more contemporary or futuristic worlds or more "European Middle Ages with airships and guns". FFXIV is no different.