I don't know myself, but there was a considerable amount of story in FFXI that was easy to miss, like the lore of Odin, Alexander, and Diablos. Some of it is the kind of stuff that is subtle enough that you might miss it if you were to just sit down and watch it... like when you don't catch something your first time through a book, movie, or television series. Add to that weeks if not months or years between viewing the cutscenes and it can be really difficult to piece together what is a pretty interesting and thoughtful story at its core.
That was one of my big complaints about XI, actually. The narrative was really important to my enjoyment, enough that at times I'd backtrack to Goblin Footprints just to watch it all again. The failure to make those cutscenes viewable from a central location really made it hard for me to appreciate the story fully.