This needs to be fixed. Posting solutions too.

[Lukha]

Are we supposed to just leave behind 21+ million gil?

No, you get creative and raid the marketboard for things you can sell on your new server. There's no limit on taking items with you cross-server, and if you're smart enough to make an alt on the server you're moving to and scope out the market there, you can even make more money in the deal.

The solution is SE gets it's head out of it's arse and moves housing to a separate server and then adds wards as they fill up.

I'm no programmer, but wouldn't having you literally go to a different server every time you entered your housing area break a lot of things? For instance, the ability to send tells? The real solution is a lot more complicated than that, but it would start with people shifting around so that the population isn't all clustered in one overpopulated server and end with SE fixing it's clearly very poor data handling.