I definitely say this would be an interesting discussion. With the Yo-Kai Watch in Eorzea event still going strong, it's open to debate whether or not they would be considered canon to the lore. Personally, I feel that since they are within the game and comes with a little bit of backstory, I say that the Youkai are now canon within the game's lore. Sure you won't find them in a developer's blog along with the history of the Dragonsong War, but I enjoy the idea of Jibanyan, Whisper, Komasan, and other little spirits have made themselves visible to us in Eorzea. So I ask you; do you consider Yo-Kai Watch now canon to FFXIV and accept their involvement in an RP (mostly in-game RP)?
Have yourselves a great night, take care, and don't forget to say "hi" to Christopher Walken.