You can actually view back all cut scenes.

They are mixed , the start and end is from your Main Story Quest list.
The in between scenes , are located under Duty/Dungeon category, select Praetorium, then you can view back everything. Just don't have your 8 party members, only you alone will be in the scene.

If you really want you can just run the dungeon again and all the cut scenes will play again. Just that it's is not as special anymore since it is not your "first time".

My personal opinion is if you are doing it the first time, who cares? I want to enjoy my story, I will view it all for the first time, only skip if its my second time onwards. And I also respect if people are viewing it for the first time, let them enjoy the epic story and cut scenes.

Yes, respect to the patient Japanese players.