When learning the Heavensward content...

[Sylentmana]

I say you should focus on the class/job you most enjoy and try to be the best you can at it. However, it is good to take a break from that every now and then to try out other classes and roles.

[Geryth]

If you can play PLD well and do your job then learn the mechanics on your PLD. That won't help you DPS better as a NIN so you should simply practice doing more damage in other dungeons first. Then do the end game content that you learned as PLD as a NIN once you're confident in your ability to do damage.