I dont think you're playing wrong - I just think you're expecting the wrong thing from this game if you want to have different options on how to play a job, since FFXIV indeed doesnt offer those.

Instead you get to play all jobs on one character - if I'm not totally missinformed, a game like WoW doesnt allow for that, right? I'm mentioning it, because you brought it up - I've never played it, so I could be wrong, but I always thought that WoE allowed only one job per character and then some more or less limited customisation-options for that.
FFXIV went a different way with offering you to play all jobs on one character, but in exchange for that, there is one way to play each job. (Actually, thats not so different from the solo-games... in most of them you get the strongest gear for your character - and most often thats not a careful choice between several different types of boni but "This one has the most strength/magic, bought!" - and then you spam your best skill/highste cast)

So, no, you're not playing "wrong" - FFXIV is indeed very limited in its choices, there is basically one true rotation for each job (with slight variation) and the same holds true for BiS-gear (again, slight variation, depending on personal prefrences). Thats the trade-off we're making for balance and one character=all jobs.
Its the path FFXIV choose - you can like that or not, but I wouldnt expect it to change.

Yes, all RDMs play the same - but not all mage-jobs play the same way. There is your variation: Between jobs, not within them.