Because it's the essence of Classes that leads to the necessity of teamwork! In the RPG world group of Warriors, Mages and Rogues used to gather in guilds and form groups to accomplish quests! FF world at its origins is no different! Knights are enduring and strong, but they can just fight, they can't use magic... Mages can but they are physically fragile... Thieves are fast and smart but not so much strong, their power lies in agility and tactics!
Of course I could continue!

Without cons characters wouldn't have classes and would be all the same, there would be no point in forming parties so that the flaws of one could be balanced by the expertises of the other!