This is really with any buff at all. There is a delay between when you finish the action from the perspective of your client and when the buff actually goes on.

Truth is games have to do a lot of code vodoo to keep in the illusion that everything we're doing is happening in real time with the other players as well as the NPCs and environments. However it's just that, an illusion. Your cast will always finish on your screen before it happens on the game server. Games compensate but they're not perfect. FF14 is not the most tightly optimized game I've ever seen in this regard (though from from the worst either), so just make sure you operate with the lag time in mind.