What I mean is... well, they just really "appear out of nowhere". It almost feels like they ought to have a separate story-line, where they become a "Warrior of Light" completely independently of the original 2.0 storyline. To be honest, I still think they should create a new starter-area for the new Jobs (not sure where; outskirts of Coerthas or Mor Dhona?), but the Au Ra are really just tricky.
I mean, they don't make sense as level 1 character, but they ALSO don't make sense as race-changed level 50's, because the story constantly references your many accomplishments -- most of which occur before the Au Ra even could have appeared. Not to mention the whole "Why does Yugiri need to cover her face if you're an Au Ra standing in front of her?" thing.
As cool as they look (not perfect, by any means, but I like them), it's just really hard to "get into" playing as one, because you basically have to create an entirely separate canon in your head, to justify them being playable.