Chocobo fighting can be useful if you're soloing. Some people prefer doing stuff like this solo instead of having to constantly bother other people to join them for one quest/fight.

The airships (and chocobo taxis) are useful when you're low level and don't yet have the Gil to teleport with impunity.

Treasure chests: just because you happen to outgear the loot found in them doesn't mean everyone does. I've plenty of times found stuff in chests that was an upgrade to me, especially in dungeons. Where are you getting your stuff from if not from chests?

Linkshells: they're a way for a group of people to communicate that aren't in the same FC. It's useful for hunts, for example. My FC has recently set up one for the FC and friends of the FC.

Irrelevant quest lines: it's not up to you to decide what is irrelevant. Some people might want the relic weapon for glamour or the achievements, for example.