The Praetorium scenes all show your party members with you in them, such as the dialogue scenes between Cid and Gaius (in fact, if you look closely your party members actually have little gestures they make to each other!), but because players used to usually skip them, most were unaware of this - because when those same scenes were replayed in the Undending Journey, as the game isreloading the scene into memory naturally only you are there and thus it only has your character's data to load into it.
This is the reason why when you view scenes in the Undending Journey your character is wearing whatever they currently are wearing, not whatever they were equipped with the first time you played through that part).
Sadly this is also why the Ceremony of Eternal Bonding scenes are not viewable in the Unending Journey - because the scenes specifically require your partner and your character to work, it's simply not feasible to only have it load your character's data into the scene.
Unfortunately given the whole whoha over SE making the Praetorium cutscenes unskippable and the resulting fallout from that, I don't think SE will include your party in story cutscenes again.
This is where it gets confusing. Officially both SE meta wise and the story zigzag exactly
how many Warriors of Light there are or have been - propaganda for the game has always mentioned 'Warrior
s of Light' (note the plural), and even the Duty Finder will usually mention you to along the lines of "gather a group of your most trusted Echo-blessed adventuring comrades and take down this Primal!" The aforementioned story-lead-up to the Praetorium specifically states you're leading an 'elite adventurer unit' into the Praetorium to destroy the Ultima Weapon, outright stating it's not just you going into battle, but a group.
On the other hand though, the game does indeed make it quite clear that only
you are the Warrior of Light based on your actions in the Praetorium. Although there are (in-universe) countless of other adventurers around also undertaking quests to make Eorzea a better place, (and many of them are also awoken to the Echo, some may even have their own Crystals of Light), from the point of view of the narrative, your character is the only actual 'Warrior of Light' (this was also confirmed by Michael Christopher Koji-Fox at the FanFest when asked this very question).
So basically, only your character is the Warrior of the Light from your point of view, but there are many other adventurers around who adventure and explore with you, many of whom have the Echo (which is how they're able to take down Primals with you).
Hopefully that has not been too confusing.
