^^
This.
Right now, my Marksmanship on my WAR and THF is going up a lot slower than I'd like, and my Shield skill is way back, too.
So, someday when I get bored... I might level RNG and I already have PLD on 63? something like that.
The thing about FFXI's job system, is that each job has a "Grade" in skills: A+, A, A-, B+, B, B-, C, D, E, F.... IIRC, a THF has... what in Marskmanship again? C? Something like that, while a RNG has something like an A. This means that a RNG would have a higher skill cap at any given level, and higher grade skills increase faster when you use them. So, if I leveled RNG up to the 70s, 80s, etc... I could probably *easily* cap my Marksmanship skill so that my WAR (or THF) would miss a lot less often with crossbow bolts (Acid Bolts are still awesome, years later).
Paladin and Shield is another example. I don't use a shield often on Warrior or Thief, but when I do... I don't block all that often with it, partly because my skill is so far behind but it goes up so slowly because both Warriors and Thieves have somewhat of a low Shield skill. Paladin, however, has awesome shield skill. Also, PLD is good at leveling Clubs and Swords.
It encourages you to level different jobs if you want to increase different skills faster and easier for better overall performance.