Well, all the different storylines all lead the player to Ul'dah at one point so with all the players getting there it became the place where parties are build, stuff is traded and sold, etc.
So naturally everyone had to go to Ul'dah to do anything (a lot can be done from the other towns by now, though but people aren't used to it yet^^)

Having classes all over the place isn't a bad thing at all, after a while you'd have to get certain skills from other classes anyway which are very useful for your main class too (like Ressurection or Swift Wind).
So just focus now on your choosen main class and save yourself the work on leveling up other classes to a certain point again