I personally like being able to switch to any class or any job at any time.
FFXIV was the first online game I played, so being able to change jobs at any time is "natural" to me. Afterwards I tried another MMORPG where you can't switch... and very honestly, I hated that restriction.
I primarily play White Mage and my friends know that. When necessary, or for a change, I may play Black Mage or Bard... but being able to switch to a different job doesn't take away from -my- identity.
Being able to switch gives players freedom and flexibility, as well as to Linkshells and parties. It also means I only need one character, and at least for me, it means that I have grown very attached to my character and will continue to play for a long time.