I know the title sounds confusing so let me explain:
From what I know, when you do a job change post-red, your HP doesn't change, right?
Heros have the highest base HP of all adventurer warriors, right?
So does it make sense (if you can be bothered) to make a Hero, get it to 200 and then change to Paladin/ DrK if you plan on maining those? It would take a lot longer, but the boost to your base HP might be worth it.
It actually sounds ridiculously imbalanced to me, so could someone confirm if the HP stays the same?