They likely will eventually introduce a cross-world Marketboard, but this is a stepping stone on the way to balance the economies between servers.

There's no benefit to selling on other worlds under the current system. You'd have to transfer to another world, list your item, and then you'd have to go back to that server to check up/adjust/bank the gil.
The current system gives buyers choice, which is healthy for any economy. That's the most important thing.