Whether or not they want to doesn't necessarily mean it isn't a great idea. They probably don't want to because it makes the game more difficult to support and create content for. However, it would add a much more diverse class system that probably should have existed all along considering the whole advanced job thing is in the game already.

If there is only ever going to be Ninja as an advanced job as rogue then they are basically just the same class. It is even mandatory to become a ninja if you want to be optimal. Might as well start as being called a ninja and not get the specific abilities until you get them as it is now anyway. It is essentially exactly the same.

Now if they made being a rogue without being a ninja at level 60 different than being a ninja, with different rogue abilities and everything, it would be a different story.