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Well, there was that Final Fantasy "Fortress" thing, developed by that Swedish studio, which was cancelled. So I guess the idea at least crossed their minds at some point.
I would say the most western-themed game in the series is FF8, though.
The whole swapping characters thing was due in part to stat differences based on the initial linearity of growth on the sphere grid. Wakka's accuracy, Tidus's speed, Auron's strength, Lulu's black magic, these were the elements that forced you to switch around your characters to defeat certain enemies. Once you got towards the end of the game, the whole thing pretty much became irrelevant since you could break into any section of the sphere grid with any character and you could fight using whoever you wanted to.