Experience only goes to one class at a time. It's nearly always (and always for combat XP) the class you're playing at the time you receive it. Leveling multiple classes is really just alternating between leveling one of them and then another. It really doesn't matter which of the two requirements (ROG 30 or PUG 15) you reach first. They'll both be getting double XP on mob kills due to having Lancer/Dragoon at level 44, and that's in addition to any other XP bonuses you have active at the time (rested bonus, FC actions, food buffs, equipment bonuses...)

The nearest thing I can think of to an advantage would be that once you level Pugilist to level 15 (or actually by level 12), you'll have access to four of its five cross-class skills. You could get used to using some of those (along with the lancer ones you already have) as you level up Rogue.

In particular, Second Wind (from PUG 8) is a self heal that's really great when you're soloing with no healer around (and can be good for making your healer's task a little easier when in a group). And Internal Release (PUG 12) boosts your critical hit rate, which is a good thing for any damage dealer.

Since most of Pugilist's cross-class skills are below the level you need to unlock NIN, and the other class it can draw cross-class skills from is Lancer, which you've already leveled, by the time you unlock Ninja, its only cross-class left that you won't have yet is Mantra. You'd need to get Pugilist all the way to 42 to unlock that one. (It's a long way from 15 to 42 just to unlock one more skill. I haven't gotten that one yet myself. But it's one that you'll probably want eventually, just to ensure you have your entire arsenal of skills available to work with.)