Since XIV's launch, transitioning between gameplay and story sequences (cutscenes, quest instances, etc.) has been a very disjointed experience.
For example, after creating a character in Gridania, you're welcomed with a beautiful, well-crafted cutscene. It's bright and sunny out, leaves are blowing in the wind, lovely piano music is playing...
...and then you're dumped into the world. The piano music is gone. There's a good chance that the sun is no longer out depending on the time and weather. There are definitely no falling leaves; everything is static. Wake the NPCs up...
...and you're taken to another cutscene, where everything is bright, sunny, and full of life—especially the charming NPCs. Then the music changes to reflect that the party is being approached by dangerous wolves. Suddenly...
...you're back in the game. The NPCs who were previously full of life are now just standing there; it's a different time of day again, and the ominous music has been replaced with silence.
This was my first impression of XIV (way back in beta), that unfortunately still persists to this day—an incredibly disjointed experience between gameplay and story sequences. Which is really unfortunate, because some of the cutscenes these days are incredible.
(Possible spoilers)
The ending cutscene to Futures Perfect? Amazing!... but all of a sudden I'm in a cave? Huh? The ending cutscene to United We Stand? Awesome!... but wait, now I'm outside Castrum Nova, alive and well, without any explanation?
I imagine much of the disjointedness is an artifact of the current engine. Hopefully with 2.0, things will flow a lot better—like they would in a single-player Final Fantasy. With every patch, Yoshi-P and the dev team have been bringing us great gameplay and story improvements; it would be a shame for them to remain so... separated.