This has always been one of the bigger issues with FFXIV for me. It's not that there's cutscenes, it's that the frequency of them combined with the ludicrous amount of pointless back and forth (particularly in ARR and in some parts, Heavensward) ends up extremely exhausting. It's a big part of why I've been hoping for a rework of older MSQ segments to make them less tedious for new and returning players.

You can tell a narrative in a video game without constantly yanking control from the player.