The WoL never/almost never engages in combat during MSQ cutscenes. I have always presumed that this is due to SE not being able to figure out a feasible way of incorporating animations for all the jobs that a given WoL could be playing as during those cutscenes. It's very disappointing, compared to something like SWtOR, but they have many fewer classes in that game, and many of them use the same/similar weapons.