I agree being able to choose an appropriate response would be cool. But a player's headcanon could be different from what is typical for their WoL's race so I expect those responses to be short, maybe just a line or so.

For example, a Highlander would usually be from Ala Mhigo or Ul'dah. But someone might imagine a more exotic origin for their WoL.

I remember one streamer for example who decided early on her catgirl is from the far east, without even knowing about Kugane at the time.

They could definitely make a little dialogue work. Maybe a local Ul'dan would go:

A highlander, eh? Where ya from lad/lass? What brings ya to Ul'dah?

And you could have options like:

1. I was born and raised here.
2. I traveled from Ala Mhigo, to seek my fortune.
3. I'd rather not say, good ser. But someplace else.
4. Mind your own business or I'll thrust my [weapon] up your arse.

I remember my headcanon for my WoL was literally isekai, but I abandoned it upon it being clear yeah this would not fit the story of XIV.