That's largely true. The cross-class abilities help immensely and are a good encouragement to level everything on the same character.

Some players do make alts though. One reason is to allow them to farm and gather more mythology tokens for different classes/jobs. This in turn essentially lets them gear 2 or 3 different jobs simultaneously, even if they can't share between the chars. Others make some low level characters to explore the different starting story quests for the cities. And some just want different looks for specific classes/jobs. It is essentially up to you how much work you want to put in to a single char. I've made a couple extra chars to play through different storylines and change the voice acting to different languages.