Yeah I just used Chinese as an example because it's more readily understood that if you're not selling your game in China, you don't really want to bother implementing or licensing a Chinese font. (Also there are other technical considerations such as console limitations, font loading and caching speed etc. that could all contribute to the decision of not including extra characters.)

FFXIV does have a Chinese version, which would obviously have all the needed Chinese characters, but those aren't in the international version. And there is also the difference between Simplified Chinese and Traditional Chinese, which occupy different sections of the Unicode code points. Traditional Chinese is probably not in any FFXIV font because the main user market (Taiwan) simply isn't serviced by Square Enix.

A lot of languages probably experience the exact same problem as you do. And while I do wish for a more comprehensive implementation of the Unicode code points, I doubt it's practical or even feasible to do.