Why does Zero have thief class skills?? Holy Knight was a warrior class, no? Does this mean that there is a way for players to grab skills from other classes?
Most skills aren't class exclusive.
It's more of leveling certain fields {e.g. swordsmanship, thievery, archer, etc) with a boost in those skill points if your class pertains to that sub-set of skills.
Though high-rank skills tend to be exclusive.