Thanks to the ambiguity of where the Warrior of Light actually comes from, it is very much plausible and canon for Auri to be and "fit" into the story as a playable character. It has never been canonically summarized that the player is actually from Eorzea, on the contrary, it is many times hinted at you hail from lands unknown, and many NPC's will address you as a foreigner to any of the nations.

Just because it doesn't fit your "specific head canon" doesn't make it not plausible as a whole for the entire game and story.