That bothers me as well especially in Lunar... but staying on topic, if you really think about it, most of the time the world is unaware of it's emminent demise. Even if they do know about it, most are blissfully unaware of your characters involvement.

I mean, the battle against Kefka was more personal than anything. No one thougfht he could be beat nor did they ever realize that a party of adventurers were out for his head. In FFVII, your party is not exactly on the side of the law and they were actually blamed for what happened. In FFVIII, I think the world was more worried about the political crisis and all the monsters and just never realized a crazy witch from the future was going to compress time . In IX and technically V, the world is in shambles for half of it, so people are more concered about rebuilding. In FFX, there were several parties of summoners so they got food and hospitality. In FFXII, your party has to travel incognito for political reasons and because a few members are not exactly well respected citizens. FFI-FFIV have no real excuse though

It's still debatable though and I'm definetly stretching it a little thin in a few of them.