In the case of the WHM storyline, it can easily be explained by the fact we are visited by the spirit of the original wielder of the Thyrus, A-Towa-Cant appearing. So it makes sense that he'd have a spiritual representation of his weapon. I have not done the other quest lines for PLD or BRD so I could not say about those appearances. Ququruka in the BLM quest also uses a Stardust Rod too. I'd have to look closer into the SMN and SCH quests, a book is a book unless you pay close attention.