Because this a Final Fantasy game first and foremost, and one of the traditions of the FF series is the ability to change your character class at will ('the Job System') - FFXIV's variation on this is the Armoury System where you can switch class/Job at will by simply equipping it's weapon or tool (once you have unlocked it), unlike most MMOs where you are locked to the one class for the entire game.

Also SE doesn't want class favouritism or players working out ways to exploit certain abilities to give them the edge in battle. Really, it's not that hard to switch to another class if you dislike it and level that instead. In fact, the game actually encourages you to try different classes and Jobs anyway, so it's a moot point.