There are just as many reasons to level up a class where you have all the equipment as there are reasons to not level it. Chances are anything you're going to do with WAR, you can do with PLD. Coupled with the fact that you're forced to gear one optimally (AF2/Coil gear), you're going to have one tank job that's not as good as the other. I say going with a different flavor, a DPS, is a much smarter way of horizontally increasing your versatility.