Ugh. I was writing a long post that ate itself. Let me attempt reconstruction.
I think as far as "world changing" events driven by player actions - XI's CoP is the best example, though it is prevalent all over XI, but take for example - the plot unlocked new zones as well as functions that were exclusive to those who were more accomplished than others. At a certain plot point, Tavnazia & Jeuno begin to share an Auction House. It makes sense within the context of the game, and only players that far in the story have access to it.
This actually led me to suggest to SE implementing ways to upgrade and host features at Camps. Doing series of quests or missions or behest points - any way to "buy" upgrades to the camp that are only available to the players who upgrade it. The NPCs can already exist and talk about "trying to set things up" but player-driven questing and working would unlock them (such as vendors, chocobo or carriage rentals, retainer bells, and other conveniences to have "in the field") and I think that would be a great idea though I'm not sure how difficult it would be to implement per character.
This does drive me to one thing that XIV does well. Mechanical game changes are represented in the game and with lore and context which I think is an impressive and refreshing upgrade from XI. There is a Side Quest given by a guard of Uldah where upon you learn he is peeing his pants about the drastic and unexpected change in size of the monsters. (I keep an in-character journal and I also thought it may be a Garlean plot so I laughed at this guard). It's fun that they bring a wealth of lore to even aesthetic and mechanical changes. The GM & Alfgar event is another good example. This is great and I hope it never goes away.
...but that isn't player driven (like my idea). It's just the world changing around us which makes it feel more alive, but it doesn't make us feel more apart of it (yet).