As others have said, some jobs use it and others dont. But why not get it if you can? I mean the game is about more then just exp, and getting you AF's is fun (though finding the chests sometimes isnt). Not only that, but most of the jobs best AF's are the latter ones, which you have to do the earlier ones to get.
The other reason, is simply to look cool. I mean who doesnt think a DRG in full AF looks awesome? OR WHM or RDM or DRK. I think PLD's look a little weak, and WAR looks like an SnM getup, but its like a mile stone.
Also keep in mind, that they add gear to the game nearly every update. At one time, the AF's were proly the best you could get, but they keep adding gear, and sometimes that gear is better. But most of the gear that would replace AF's is outrageously expensive, and AF's will often times "do" until you get enough gil for those other pieces.
My thought on it anyways.