Thank you for providing some additional context, Malthir. I've seen both of the sources you mentioned and I actually linked the highlander lore thread earlier in this one. I'll provide the text of the blurb from the character creator for convenience here:

Character Creator:
Quote Originally Posted by Character Creator
The Highlanders were the first of the Hyur to reach Eorzea. Their name derives from their long tradition of building strongholds in the mountains. Compared to their Midland brethren, the Highlanders are noticeably larger in build.

Of late, Highlanders have become an increasingly rare sight in Eorzea, their number represented almost exclusively by those who fled Ala Mhigo after its fall and now work in the desert city-state of Ul'dah as mercenaries and sellswords.
I quoted the excerpt on eyebrows from the highlander lore thread in this post.

The blurbs in the character creator hold information to help you come up with your own background for your character and understand how others might see them in the world, but nothing in that last sentence is forced on your character. I interpret that "almost" qualifier is added to the blurb for that reason.

I also dug up the quote from Deep Canyon that Luluya mentioned:
Quote Originally Posted by Deep Canyon
I must say, you're not what I was expectin'. I was sure Adalberta's newest protégé would be an Ala Mhigan—like every other miner this place produces these days. But I'll wager you're from even farther afield... an' that you're an adventurer. Hmph.
You'll get this same text even if you play as a Highlander, so Highlander WoLs are not canonically Ala Mhigan.