why during cutscene its always like this ... (small spoiler)

[dinnertime]

or i dont know throw up a magic shield to block attack?

There's not even a single spell that blocks attacks, only spells that mitigate.

If that was implemented, you know people would be like "why can't I do the same thing during actual fights " just like with Y'shtola's bubble shield(which was easily penetrated by that PLD)

"Use the Blessing/Echo" if only the adventurer even knew how to use it.