Well to look at it from a lore perspective, think of it this way.

What is a class? It's like a martial art or a way of life right?
To make it an even more appropriate word, I would even go as far to call each class a discipline. Fair?
You have a discipline in which you dedicate time and effort to right?

So what are two disciplines in life that we can relate to?
Lets say Karate and Biology.

Now I can take a class in Karate or a class in Biology, but this doesn't make me a true martial artist or biologist right?
Furthermore, I can be serious about Karate or Biologist. But it takes time, usually by steps, to reach my goal as a Blackbelt or Biologist. I'd even go as far as calling it Leveling if you will. Usually over time, one is going to be a heavier focus of interest.

So if I'm TRULY passionate about one, I want to make it the focus of my life. I want to make this my career. I want to become a Master of Karate. I'm focusing on leveling this to the max. I'm going to reach level 60! How long does level 60 (the cap) in real life take? Well most true masters would argue 20-30 years, even more. Flip side, Biology. You could be a simple biologist, but to become a master of the biological field? About the same...20-30 years.

So obviously, MOST people are going to find their discipline to be one or the other. Thats how they're living their lives. That's how they identified themselves.

So throwing that whole long point back into the game. Lets name a Paladin NPC. Being a Paladin is his life! He focused his very being, day after day, to his sword and shield. To be the perceived level of the story, he spent his life as of that moment, learning how to be a Paladin.

And he's just most likely fodder for the story! How many Paladins/Gladiators have died in the story? If you haven't been counting, its alot.

So lets move to our main characters. They're like the grandmasters of Karate. They're not your average breed. Imagine what someone would have to go through, training wise, to be at their level? As you go through the story you'll even see some back story as to their training in a way.

So this should explain why those NPC's are usually one class (with a few exceptions you'll see in the story...which really...the most famous one being a design/product placement for a newer class -.-).

What about the hero of light though? What about you, the character? Well you are obviously by far....some insane absolute silly exception to literally every rule and restriction common game law has. Why? Well one...I'd argue that they kinda over powered the concept of the hero of light by quite alot, more so then FFXI's point of view on the players character)...but two...its a video game and multiple classes is a highlight for the online FF games.