It's not meant to increase the playing experience. The way the client/server interaction works is that there is frequent state syncs, where the server sends the full state to the client, including inventory. More inventory = more data to send. Multiply that by thousands of people logged in simultaneously and the server load becomes significant. YoshiP has said they can't easily increase inventory space due to this problem.
Chocobo saddlebags are a seperate thing. The primary difference is that they aren't available while crafting and they aren't available in dungeons. For crafting, that lets them ignore that extra state while crafting is going on. In dungeons, it means they don't have to transfer the contents of them to the instance server, as you don't have it available there. It also means less state transfer, because as it's locked out, the client doesn't need to know about it.
This stems from design decisions made in 1.0 that were frankly poor decisions but that everyone is stuck with now. Changing that stuff is hard in a game in production, would require significant resources, and would likely lead to instability once a new version was pushed out at scale. While it'd be a useful exercise, it's hard to get the time and budget to justify it when people want that budget going to new content.
Saddlebags were added the way they were specifically because it allowed them to add more storage (something people wanted) in a way that doesn't overwhelm the existing infrastructure and netcode. They know it's suboptimal, but that's the price of technical debt. (A better optimized MP game would sync initially and then simply keep track of changes on both ends, doing fewer full syncs. That helps server load significantly, but opens up the risk of desyncs in the client state. Which is why changing it is so hard.)
I don't know why inventory bags would close in that case. For saddlebags being closed and unavailable, see my previous answer.2. Why opening the MB must close my bags, even though I can actually have my bag open when I use it (if I re-open it later)? Why instead the saddlebag need to be restricted from opening when MB is open? (double confirmation is when you popup a "are you sure" dialog box as a consequence of my click to execute something)
If it's an item you or your retainer has, you can see prices at your retainer by using the option to list it for sale. You can see prices and historical sale prices without actually listing it for sale from that dialog.4. MB prices not visible from retainers means I need to go back and forth (or use paper to take notes) when I need to sell multiple things.
NPC emotes in a conversation are part of immersion. If you don't like it, that's cool, but that's a deliberate design decision. I like them, it feels like talking to someone instead of getting a glob of text like what WoW would give me.5. Why do you need to waste my time with useless pauses? When NPCs emote during a conversation (walking away at the end included), when I auto-skip an already seen cutscene etc. Granted they last 1-2 seconds or less, they still have no reason to be. It's not immersive, and it's not enriching gameplay.
My understanding on cutscene skips is that the skip option is client side. So the way the code works is you trigger the cutscene by whatever condition activates that (getting to the end of the dungeon or whatever), and the start of the playing code is what checks if you should skip or not. If true, it bails out. Moving it to check before going into the cutscene viewing code (ie: at the trigger condition point), would make the code more complicated.
Fundamentally, there's lots of non-optimal stuff in this game on the technical side, due to there being a lot of bad decisions made in 1.0 and 2.0 being built off that. It kinda sucks, but it's the way it is now, and it'd take considerable time and budget to fix it all.