I could see someone doing WAR/WHM - but only if they're trying to solo, and hasn't unlocked PAL yet. But yeah, to a party, I can't see how that would be anything other than shooting yourself in the foot.

Then again, I'd just go with the MNK sub, kill the monster faster, and then rest between each fight - it's not like you wouldn't be anyway, to recharge the minimal MP you get from the WHM sub. But anyway, that's just my thought on the WAR/WHM combination.