It is not about threat.
You are not doing something sound because there has to be some logic to it, no?
Sure you could stack piety, with the purpose of...um... more flashes! but then again....right...
So what logic there is to having points to DEX? Higher block rate (when we don't have a shield) and parry (where you have a dedicated stat called "Parry" that gives higher return)?
If you bothered researching around, you'd find conclusive evidence backed up by statistics that even on PLD, a job that can benefit from both shield AND parry.. the returns from stacking DEX is really abysmal.
Moreover, if you bother looking at your gear, AF, AF2, allagan pieces for WAR.. do you see a single DEX there? Use a clue.

Debating STR vs. VIT makes more sense since this is the primary stats for WAR (if you have enough ACC, and stacking on parry as much).
Rather than a pity argument, have an open mind, listen, learn from others and move on.
I like your spirit of wanting to try things out; I really do, I wish more players like you rather than going by cookie-cutter solutions provided by others who most of the time haven't got a clue!
Having said that, please research, ask, listen, and then make a judgement rather than randomly trying out things where it not only wastes your time but others as well for trying something pointless.