Iroha, a character introduced in FFXI earlier in May, is a warrior from a time in Vana'diel's future that comes to the present to find a hero worthy of protecting the world from a darkness that has engulfed Vana'diel in her time. She hails from the Far East, which is where Treasures of Aht Urghan takes place.
During a battle alongside this 'hero', she vanishes due to a mysterious light and finds herself on the shores of Costa del Sol.
In Iroha's time, the 'hero' (player character) actually is her 'Master' that she keeps referring to, hence why the player character in Eorzea is similarly reflected upon during the last cutscene.
From the last cutscene, Vana'diel's creator, known as the Dawn Goddess Altana, apparently willed Iroha to stay in Eorzea for one reason or another (Iroha believing that she would need Eorzea's Warrior of Light to further train and teach her).
In retrospect, this event would have no effect on FFXI's actual ending which can be found on Youtube, but it can be implied that she vanished just before she met the player character in Norg, a town hidden in Yuhtunga Jungle. Just before disappearing from Norg, she must've heard of the missive from someone in Selbina or Mhaura that a person was looking for a certain someone in Norg. This is probably why the first thing she asks the journalist in Costa del Sol if Selbina or Mhaura (port towns) are nearby.
Similar to the XIII event in which Lightning is given a test by a certain god (not known if it was either Bhunivelze or Etro, though it's most likely the latter due to the nature of the event), this is fan service mostly to the players that have played XI, and, therefore, has no real bearing on the source's story. However, given the fact that Iroha is staying in Eorzea for yet a while longer, she may influence other parts of XIV's story, whether side-story or main. She's also effectively prolonging XI's relevance beyond its final scenario.