Sylph's are unique to the Twelveswood, so my guess would be that the devs didn't want to cheapen that. They aren't really like the Fae, save that they levitate and have Fae like mannerisms, as they were FFXIV's first take on a Fae-like race.

I'd say that it's because either the Twelveswood counterpart, if you don't view it to be Raktika, was destroyed by the Flood, or that there was never a Twelveswood, so there were no Sylphs on The First. That's just my take on it though.