FFXIV is too simplistic and bland

[Iscah]

You can literally see mobs that are linked together with a faint golden line that blinks slowly.

Yes you can, and they only get that tethered line in the overworld if you're high-levelled enough that attacking one will draw the other. You don't see it for enemies that are of similar level to your character.

It's also not a fixed link between one specific enemy and another, the way it works in dungeons. Instead it goes to the nearest enemy, and it's possible for that link to change to a different target as they wander about and get closer or further away.

Otherwise, as noted above, you can shoot an enemy who is talking to another and his friend will just continue the now-one-sided conversation. If tethers were set permanently, that would be an obvious pair where attacking one should prompt both to attack you, but it doesn't work that way.