All the people saying that you need to level them in order to farm dungeons outside of MSQ - this is incorrect. It used to be the case at launch, but ever since patch 5.1, you can switch between Trusts(pre leveled, only story-accurate NPCs for any MSQ dungeon, including Exarch/Raha and Lyna) and Avatars(leveling from 71, can use any NPC for any MSQ dungeon, only Scions+Ryne) freely. This means you can farm dungeons with your Trusts without leveling Avatars at all.

The real reasons to level your Avatars are:
- getting an Avatar to lvl 80 lets you change them to an alternate outfit(Source outfits for Scions, Minfilia color scheme for Ryne)
- leveling all Avatars to 80 earns an achievement, granting the title "Trusted Friend"

So basically there are reasons, but not a whole lot of them.

If you want to do it, I recommend doing so while leveling a tank and dps job(there's 2 healer Avatars, so this way you only have to go through this twice) and getting some good podcasts going in the background.