FFXI is made with an engine that was custom made for it 20 years ago, they don't even have the staff anywhere that is fluent enough with it to make this work. If they could, they would need to buy new servers to deal with that kind of mass traffic from all those servers at once (current hardware they use will not be able to deal with this) and program a backend system to deal with all the requests between them. This would be a monumental task to implement, even modern titles so there is no way it would ever happen on an old one.
Aside from that, they would never do it anyway because of the abuse possibilities and RMT explosion it would bring in. Does WoW even have cross server broker systems, where are you all getting this idea from cause I've never seen it implemented anywhere else on these kinds of games (not that i take much notice).
If you want to spend millions implementing something like this you have to show a way it will make more money, there is no way they would make more money adding this. If anything it would lose them money, cause of all the "traveling salesmen"