Some things are worth more than rank and power. I'm also sure that with Zirconis, the dragon slayer wouldn't have seen a single boring day. Though we know little of them, but based on Natsu and Gajeel themselves, I'd assume their dragons were all about combat training and nothing else, making Natsu and Gajeel similar muscleheads. No doubt cool dragons if all you can think of is fighting. Wendy's dragon must have been a combination of a prude, a healer, and a reformer. A total bore in other words. Sting and Rogue had half-dead, sickly cadavers for dragons, so it's safe to assume they weren't much fun at all.