Oh I'm pretty sure there's a link. I think people choose a class that goes the best with their personality. My buddy and I were having a conversation about how similar people tend to be to their class.
I don't think there will be a significant link between type and class. A lot of it has to do with age (there is a clear correlation there, from what I remember)... but the dominant personality trait in MMOs is NT or I, depending on what research you go by.
I chose my class because I like pets. That was it. I didn't know it could solo, or not get a group without begging for hours... If I could repick my main, I'd play a healer, I think... I only raided a little with a druid, but I enjoyed it.
Obviously, a team comprising the Paladin and Warrior is just awesome.
For PvE, the best combinations I know, grinding wise, are;
Druid + Rogue
Paladin + Rogue
Warrior + Duid
Warrior + Shaman
Of the caster groups;
Shaman + Mage
Mage + Mage
Warlock(demonology) + Warlock
Warlock(destruction) + Mage
Hunters solo better than they can play in groups... but hunter-hunter is probably the best mix (using bonus pets, like howl and a dps pet for aggro control... BM going towards DPS pet and marksman for TSA)
The only reason I know this is because my GF and I are grinding up one of each class... so we've mixed it up a bit. The only thing that we haven't really gotten to try is my hunter and her druid (66/60), along with my mage and her hunter (30/44... don't have anything else in that range right now, so I gotta close the gap).
So I haven't tried hunter-mage yet... but I know it doens't work well, simply because mages are burst damage, which breaks the pet aggro advantage. Might as well play two mages... our two mages can spike damage into 3-6s kills (ie: 2-3 fireballs, blast to finish, if needed).
Hmmmmm... Be careful, people who don't like paladins tend to have low ethics
She's an INTJ. Not so different than you ENTJs... FWIW, the two main warlocks I know are SPs, simply because they are/were the ultimate PVPers come expansion (they had 3/4 60s at the expansion period).
The couple of RL friends that played, one hardcore, both look towards healing classes. They are also decidedly *not* Fs, in fact... they are about as T as you get. They chose them because they wanted to raid, and healers are needed.