There IS at least one instance of an NPC class changing. Spoiler tags because it's post-50 MSQ.
Thancred used to be a rogue but became a gladiator after some events in his youth, only to go back to rogue after the class was released (it's technically a retcon but there IS said class change). If we take into account Coil, the twins are also able to become Summoners after being bathed in the aether of Bahamut AND given Phoenix's blessing
The lore over most NPCs not changing their classes is...why would they? Class quest NPCs are so married to their class that they're not interested in switching to another one. Padjals are canonically WHM (or technically CNJ, I forget, was E-Sumi-Yan canonically a CNJ or full-blown WHM?), arcanists don't need to change because they work at customs in Limsa, marauders are part of the Yellowjackets, gladiators are either in the Brass Blades or fight in the arena...