Ummm. Warcraft's story as a whole is almost 2 decades old. Within those long years comes 4 main games + expansions and books. That's why its lore is rich.
FFXIV game is only 3 years old and has its own story with lots of allusions from the past FF games. It's great that they contain lots of lore and historic events which you will know while reading and understanding the texts, NPC dialogues, environment, races, even some of the texts within those fetch/kill quota quests.
Just be patient and read. Don't button mash that skip button. While you're at it, read the Lore section in the forums
a little off-topic fun trivia: The world of Ivalice in FFXII have rich lore almost the same as WoC. All story within the Ivalice Alliance FF games are connected on a single timeline. Almost I can feel the next MMO Final Fantasy game will be set on the world of Ivalice

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