Well, the main reason is that you technically don't need alts in this game, I suppose, since you can level and have everything just on one. Wishing to have different looking characters is not the same as having twinks because you need them to level another jobs. So it's not a punishment, really.

No easy way to skip the main story.
There is. It's for real money, but it is an easy way to skip MSQ. Speaking about "skipping MSQ option for alts specifically" - I can't really imagine how they would implement it. Much harder to do than it sounds.

Store items are for one character only
Depends on item btw. Some of them (mainly expensive mounts) are account-wide. But clothes are all for one character if I remember correct, that's true.

Shared bank will not solve "inventory for multiply jobs" issue sadly, though having such function would be cool anyway, because it will solve broblems with sending items to alts.

Shared housing seems to be a problem now because we can't add our alts to Friend List, but maybe they could adress it in future somehow, making it unnedable to buy a house on every character. Maybe it also will solve the problem with plots on overpopulated servers... probably not, though.

As for events and seasonal items - as much as I personally would wish to have them as account-wide thing, they are locked behind quests, so I assume it's going to happen... never.