Say you want to be a Bard, and want to start in Gridania as an Archer. But your wife wants to be a Summoner and start in Limsa Lominsa as an Arcanist. Bard requires a level 15 Pugilist to unlock. Summoner requires a level 15 Thaumaturge to unlock. Easiest solution is to start as PGL and THM in Ul'dah and get your subs pre-leveled together.

Just an example. Point is, you will always want to level other classes, either to unlock a job or to get cross class skills. For instance, my Archer right now has skills from Marauder, Pugilist, Lancer and Conjurer equipped. It's because I've leveled those classes that I have access to the skills.