Conversations in populated areas or venues can be difficult to keep track of with many people talking at once. Adding an option to display chat bubbles above players such as the ones NPCs often use would be very helpful as you could simply look in the direction of the people you're speaking with.
Also, while some may find it immersion breaking and should definitely have an option to turn it off, personally I find it nostalgic to have everything any character says pop up in dialogue windows just like the older FF games.
Thanks!