Please allow us to join all three companies

[Reinheart]

There is already different main scenarios' for the three countries in FFXIV.

Grand companies are mercenary companies, and they are an entirely different pair of sleeves.

That's only up to R30 (not sure which Rank) but after that all 3 becomes same storyline from what I read.
And reason why in the latest Japanese game magazine they explained that they want players to think of grand company as a new starting point and deciding which country to start and stick to.