If you are talking about final bosses, i agree with you. But most of the final bosses aren't necessarily the main villains. And many main-villains appear during the entire game. Some of them appear in person, others use the body of someone/something else to interact with you, but they are there, causing trouble.
Zemus is the entire game in the moon, and his "minions" are the guys causing trouble. All because of him, of course. But he did nothing directly, he just give the "orders". I don't like these type of villains, not only in FF but in any work of fiction.