On my first character, I went all the way to the end of the MSQ with only white mage. I took a long time to slowly pick up each new role and level it to max afterwards. I wouldn't worry about "wasting" the extra experience that could be given to lower level jobs. But if the playstyle of another job sounds interesting then you should go ahead and pick it up! Also arcanist is a special class because it shares levels between both a healer and caster job, the scholar and summoner respectively.
As you progress through the MSQ and level up, you will also get improvements like flying mounts, more daily roulettes that give a lot of XP, and the armory bonus which doubles experience gained on jobs that are lower than your highest level (from "battle" experience, mainly dungeon bosses). So there are definitely benefits to focusing on just your "main job" including simply getting comfortable with your buttons.