So it happens last night I was in exp pt (dunes) with the owner of this thread. I am levelling NIN, decent(ish) gear, but that job's HP being so low, anytime I provoke, shadows drops, lizzy strikes and NIN is dead. Do I want to get past these crappy levels as quick as possible? Hell yes. I am no healer, but so it happens I have 37 /whm on my main. Will I PL myself and party? Of course. Just to get to Ni as fast as I can. Learning job in dunes. As someone mentioned, try some weird job setup like thf, thf, brd, rdm, mnk and whm (to make it even more challenging so you get even better "learning", invite at least 3-4 jobs with no sub-jobs to the same party).
My understanding any jobs start to make sense at levels after 35-40ish when jobs get useful abilities at that point. SATA for THFs would be one example. Ni for NIN the other. Refresh at 41 for RDM and so on. I can't say much for WHM, but you get haste? You get teleports so if you are raging about PLs just sneak in the teleport for your party

Actually don't. This game is not solo, so you got to take in that different people love different play styles.
Also, don't rage quit like you did yesterday, as you leave 5 people standing (so it happened, there were no people seeking so we had to disband - to me this is worse practice than having a PL).