The main story is crucial for being able to use airships between cities (cheap travel), getting chocobo mount and chocobo battle companion, getting extra storage space with retainers, joining a Grand Company for gear and quests, and of course multiple dungeons.

If you feel you haven't progressed far enough to be committed to Goblin server, you can always make a new character on Siren. The Free Company I'm in is small, but everyone is active and friendly and always helping each other through dungeons of every level.