Running FFXI in a windowed mode doesnt remove it's native problems. It simply runs the full screen program in a window.
If focus is lost by something else running in full screen, it will still crash. Same for being left alone in a minimized state.
The only thing you gain from it is technically that you can open up messenger or winamp during it since you basicly got a means to alt+tab without crashing the thing, or can have something produce a pop up without all too much problems.
It's enough for some. I've taken a liking to for many years in the past.
Others simply cannot go without the... shall we say... "extra benefits" the other thing offers, despite everyone you will talk to, ever, saying that they purely do it for windowing (in which case, the official one would be good enough, right?).
I've crusaded against it long enough. If you want to see my TP that badly, meh, go ahead. It's not like anyone is -not- using it these days.