The only con to being forced to party is that you aren't allowed any creativity in job class combinations. You're forced to design your character with party efficiency in mind. Everything, from what you have to use as a subjob, to what equipment your character has to use at what level, is already set in stone. People aren't very tolerant of deviation from the norm. A common statement seems to be "You can make your character however you like, but we don't have to party with you", in terms of using unorthodox character design. You'll quickly learn to yield to the wishes of the party, because the only alternative is not progressing, because enemies are too strong to handle alone.

That said, most people are pretty nice, and for the most part, the job combinations that people do accept are pretty good. FFXI is a lot of fun, but it takes a certain frame of mind do well. You either learn to put everyone else above yourself fairly early, or you end up losing interest for lack of progress.