Q:Why do Mud's have classes?
A: You have been trained with Pavlovian expertise into expecting them.
The first Mud, MUD, did just fine without them. Indeed there are many modern skill-based systems out there with engaging and rich play. But the alternative merely suggests the option, not the superiority. We need to ask ``For what purpose?''
Classes, in the D&D sense of classes such as ``warrior-type'' or ``wizard-type'', offer someone a well-defined role. This role is not necessarily related to any role-playing, although it could be, but is specifically a functional role of ``Here is how I fit into party-based combat''. This sort of paradigm dates back before D&D, to wargames with little lead miniatures. D&D inherits from Chainmail's Fantasy Supplement, which itself inherits from Chainmail, which itself inherits from contemporary medieval wargames. For perspective, Warhammer inherits directly from Chainmail's Fantasy Supplement.
Classes offer a great short-hand for a lot of situations because they offer a package deal. We should use the sneaky-guy to get behind the enemy's lines, because he can also poison the enemy general. We should use the tough guy with armour to block the front lines so no one just charges through and slaughters our archers. Yes, truly great stuff. So it's a lot like getting on a railroad. If you get on the Fighter line then you'll eventually get better and better at doing Fighter things. The problem with railroads is they aren't known for making arbitrary turns. They actually have a fixed destination. You might start as a Fighter but after observing play, decide you would like to give being an Archer a try. In a class-based system then you're pretty much fucked.
Classless systems, typically implemented via skills but also by gear/kit, have a different mechanic altogether. In this mode, if you want to be an archer then you pick the sort of skills an archer might have. What skills are those? I don't know, that's your archer not mine. Your archer might be sneaky and dress in black. Mine might know something of forestry and dress in browns and greens. Unlike the class-based system, this offers quite a bit of flexibility to the player. I can try things as a Wizard for a while, and if it doesn't work out for me, I can try my luck as a sneaky-thiefy type for a while. It's entirely possible my previous career as a Wizard is even helpful as a thief. Levitation instead of trying to scale walls, for example, would be helpful to a cat bugler.
Classes are newbie-friendly, but oldbie-caustic. Skill-based systems are very unfriendly to the newbie, but those who give it a try find them superior. Do consider the newbie, when confronted with a lists of 100 skills won't make heads or tails of that list! How could they possibly make an informed choice? The solution is fairly simple. You make an equipment- or skill-based system, then you offer a choice of packages to the new character. You whip up a Fighter template or a Wizard template, and let them make a choice as well as offering the free-form selection. This is newbie-friendly, but as they experience the world and go on their adventures, they are entirely able to change their own fate to their own desires and needs. If you think you'd be happier playing a Healer, then enroll your Fighter into orders. If you think your Wizard would make the best Guildmaster of the thieves? Then find a way to learn some thiefy skills. You can start on the Yellow Brick Road, but you are not at all required to stay on it.
There is really no need for classes. I saw a Mud advertise something like 30 different classes once. How the Hell does the novice make an informed choice on which class to pick? And if there are 30, are they all actually different or are some merely re-skinned duplicates? Also, if there are 30 different classes, why not use a skill-based or kit-based system instead?

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