You aren't supposed to take the events seriously.
I mean, there was even a recurring mocking magical girl one in XI that happened yearly. XIV is already filled with references, too. There's that MGS reference in the major story scene with Raubahn (himself a reference to an important XI character) and things like "The night is dark and full of Chocobos."
And then they have things like the XI moogle rapping a FF version of "Baby Got Back."