Um... I feel like everyone is ignoring one very important fact about the lore of FFXIV, namely the existence of cermet (and other futuristic, in the context of a fantasy setting, materials that may or may not have enhanced properties over their real-world counterparts), Garlemald's exclusive use of it (and it being considered a massive technological advantage that allows their non-magical equipment to compete with the fantasy gear and abilities of the people they conquer), and the likelihood that any self-respecting Gunblade job would have a thoroughly Garlean flair to it, almost certainly reflected in the aesthetics of its AF gear.
The way gunblades have been presented throughout the game, we've been conditioned to think of them as Garleans' weapon of choice, from unnamed officers (whom we see pointing and then firing a bunch of gunblades at us during the rescue mission in AAR, and then again firing salvos at Estinien in later parts of SB) to the majority of named Garlean characters: Cid, Nero (when not using his gunhammer), Gaius/Shadowhunter, Regula van Hydrus, even Zenos (during Asahi's flashback, before he threw it away and decided he liked slicing people with a katana better). And that's not counting all the other gun-weapons they seem to have a penchant for (Nero's aforementioned gunhammer, Nael van Darnus' gunhalberd, Livia's... I had to google this "gunbaghnakhs", and Rhitahtyn's twin gunshields).
Having established that gunblades are so iconically Garlean in FFXIV, let's look for a moment at what Garleans tend to wear which is... oh... actually a lot of cloth. Eorzean, Doman, VIth (Azys Lla) as well as XIIth (Ala Mhigo) Legion foot soldiers go to combat wearing uniforms/light armour rather than anything heavy-looking, regardless of whether they're Eques or Medicus. Which brings us back to modern materials and the well-documented fact that they're weaved into Garlean soldiers' light-looking armour. One source is the item description of damaged/repaired Garlean disguises from AAR, which says the following ("Standard-issue light infantry battle gear reinforced with carbon and cermet fibers to provide maximum protection with minimum loss of mobility." and "Standard-issue light infantry battle helm reinforced with aluminum alloy to provide maximum protection against severe head trauma.") and another is a major plot point in the story. If you were paying attention during one of the post-SB MSQ expositions, you might have learned that the reason Yotsuyu survived getting slashed across the chest by Hien's katana, and then having the roof of Doma Castle fall on her was... her pretty kimono (pls SE... take my money and put it on the MogStation already ,_,), also enhanced with Garlean fibres.
What I'm saying is... Garlean crafting and materials are ages ahead of anything anyone else in the world can produce. They ubiquitously utilize aluminium, cermet and carbon fibre, modern technology that in our world is used in military engineering and spacecraft. And thus equipped, their soldiers across the world are able to go toe to toe with anyone else and consistently win. And when they do make full-on armour, almost anyone wearing it is a boss fight.
So considering all that... doesn't it just make complete sense that a Garlean job that utilises a Garlean weapon would also make use of Garlean protection? For all we know, even if we discount the fact that Thancred has never worn heavy armour, Thancred's stylish coat in the trailer is probably on par with modern body armour and the carbon and cermet fibres that are weaved into it can stop a blade, bullet or raid boss's tank buster just as effectively as any savage-smithed plate, if not better.
And regardless of anything else...
It looks pretty and stylish! n_n And I'm personally excited for a tank class that isn't wearing heavy bulky armour or swinging a heavy brute-force weapon. Not so long ago I said that the moment they add a gunblade job (and if it happens to be a tank) I'll take up tanking. If they confirm it to be a tank... well I have no choice, there will finally be a tank job that appeals to me, thematically and aesthetically. If it doesn't mechanically, I'll complain a lot - as a Machnist main, that wouldn't be anything new to me.