Is the handholding any different than a single player RPG world being designed solely with the intent of guiding a player to the next part of the story? (Ex: The only accessible town in FF3 at the beginning just happens to be the starter town, even though you have a boat to explore with.). The game doesn't necessarily have to tell you where to go, because the developer knows that even if you butt your head into every wall available like an idiot, you'll still end up where you need to be. You're not "set free" until the game has - by virtue of design and story telling - guided you through enough of the game to where you feel comfortable in setting out on your own (IE: obtaining an airship in FF6)
It just can't be the same with MMOs. MMO's are complex beasts from a play design perspective because they have to accommodate for multiple players of all ranges doing all sorts of different things. There are techniques for hinting at where players should be at what level (hostile mobs blocking access to higher level areas), but ultimately in an open world, a new player will get lost when trying to figure out what to do next. First gen MMOs have tried to just let players figure it out for themselves, but it never seems to be enough and it's not a very user-friendly way of doing things. Some players 'enjoy' this. Or rather, they 'enjoy' the status they feel they obtained by roughing it out even though they know it was bad game design (See: FFXI endgame, Legacy Members [like me!], and elite EQ players). The quests offered in modern MMOs are designed to do the same things the story in single player RPGs do: Guide the player from point A to point B until they feel comfortable with the world. At least in ARR, we can expect quests with a good bit of flavor and meaning to them.
Final Fantasy has never been particularly difficult. I don't recall ever throwing my controller at the screen while fighting my way through Balamb Garden in FF8 (though I did smash in the PSOne power button when I lost my Shiva card to some random jack-off in a TripTriad game). You're constantly going from point A to point B killing hordes of random encounters that mean nothing to the story except to make you stronger. How then, is the quest system XIV:ARR is using such a step back for the genre?