Not at all--Axe&shield / GAxe is the ideal combination for warriors.

Remember that you're going to be WAR30 before even unlocking PLD--it'll be easy to skill up your sword skill on Too Weak to the point where it'll be capped as pld all the way to the Dunes. Once you reach party levels, you'll have no trouble keeping it capped in-party as you'll be using only one weapon. (Really, for melee classes, you should be able to keep at least two weapons capped. I have no trouble keeping Great Katana and Archery capped as a samurai)