Honestly I loved the story.

I really think this is just a JRPG vs WRPG issue people are having. I've played tons of JRPGs, shouted at how stupid my main character can be, groaned when something predictable happened....but then again, I also play a lot of visual novels, which are just glorified electronic books. So the passivity doesn't bother me at all.

Also, still having access to Ul'dah: I remember when Ragnarok Online razed Morroc to the ground and you could no longer access the city and anything in it. It made me soooo so angry. So I'm glad I can still do things in Ul'dah, especially until they can figure out the guilds, sidequest locations, etc.... best to have access to it. Especially in an MMO. Single player, they would've blown the city up.
Otherwise, how would this go:
Newbie: Hi, can you help me?
Veteran: Sure, where are you:
Newbie: Ul'dah
Veteran: Oh, sorry... I can't go there.
Newbie: Why?
Veteran: You'll find out

Hahaha no.