Well for example, it makes sense that in FFXI, a White Mage would need to learn a spell that would allow them to teleport somewhere. Since teleporting anywhere is not normal in the real world, to make it fit within the context of the world, it should have some sort of explanation.

Imagine if Energizer Bunnies just started spawning all over the place, and SE didn't give a reason that happened. That wouldn't make any sense, and it would detract of the character of the world.

In FFXIV, nobody knows why everyone is able to magically teleport even at level one. Now... if a character had to partake in a quest in which he finds a magical object that communicates with Aetheryte crystals, there would be a viable explanation.

Plot holes will cause your movie or book to get bad reviews. There are major plot holes in FFXIV. There should at least be some sort of explanation.