Am I playing the game wrong?

[AnotherPerson]

I am a new player (highest char @ 36) and I feel like I'm not getting what I should from the game.

1. I gain so much experience that I level way ahead of the MSQ which results in being synced, which in many cases removes the functionality of the spells I've earned. It also deters exploring the world and doing other quests as I detest having spells available then having them turned off. That is such bad form. How can I prevent this?
2. The game is too easy, near zero risk of death. I believe I've completed 4 or 5 different dungeons at this point and they've been super easy. Open world game play is even easier thus far. Is there a hard mode so a decent challenge can be achieved?
3. I have transitioned from rogue to ninja and lancer to dragoon thus far. In both cases the game play didn't change. I thought the new jobs would be more transformative, did I miss a quest (or quest chain) that would have made it be more game changing?

Thanks

Yeah, you generally level up beyond the MSQ if you're on a previous expansion. This is intended by design to make sure players will not be hard-blocked by not meeting level requirements due to being generous with EXP. Rested EXP, Bonus Level to 70 if you're on preferred world (or 80 now that Endwalker is out), roulettes, and other sources all help contribute to giving lots of EXP. In return, all this extra exp allows you to level up a second job very quickly.

At ARR, you shouldn't feel any real difficulty in the dungeon and questing experience until you reach level 50 and onwards. From level 50 onwards, you can start unlocking the extreme trials and more content that starts posing a challenge. You can even say it's so easy because you're a Warrior of Light & blessed by Hyadelyn from a lore standpoint...
Simply put, MSQ is designed to story content that's doable for many players. The challenging content is unlocked as you progress the MSQ through certain side quests (blue quests) - suffixed "Extreme" or "Savage" usually.

Dragoon and Ninja are very slow starting classes. Before level 30, all classes more or less play the same. As far as DPS jobs go, the difference starts appearing around levels 30 to 50, and starts varying greatly from 60+.