I know that Celes and Leo are Imperial Generals, under direct command from Gestahl himself. But what about Kefka? Is Kefka even an officer? Is he even a soldier? He doesn't seem like it. He seems to be some kind of diplomat. Like an ambassador, or maybe like, an advisor to the Emperor or something. He is sent to Figaro to ask about Terra, and is not expected to enter combat. He is escorted by soldiers who seem to be in his charge, but he doesn't ever fight. He becomes violent later in the game, but as long as he is loyal to the Empire, his place seems clouded. The scene at the Imperial Camp outside Doma indicates that Kefka is subordinate to Leo, even though he defies Leo's orders. But Kefka does lead a group of soldiers into Narshe to catch Terra when you arrive there with Bannon. Or was Kefka there to investigate the Esper? Maybe Gestahl sent his ambassor/advisor to investigate the frozen Esper, sent a few Magitek dudes to escort him, and they just happened to run into the whole crew on the way up the mountain. He's obviously very learned in the ways of magic, probably more so than Leo or Celes.
Another interesting thing is this. Gestahl says that Kefka and Celes were given life to serve him. I can buy that. They were both given the gift of magic at a young age. And when you encounter Kefka, you know he's this jerk off and you just wanna kill him. But to Celes, he's probably almost like a brother. They probably have known each other their whole lives. They probably didn't get along very much, but they've both been raised in the Empire, probably alongside one another, sharing the same education and training, until Celes went the path of a Soldier while Kefka became an advisor/diplomat (assuming that's the case).
And Edgar and Kefka had a long relationship before the game started too. He was aware that it was probably Kefka who was coming to see him. Which leads me to believe that Kefka was Gestahl's ambassador to Figaro.
So yeah, there's that.