Spoiler:
Them changing their focus was figurative and not literal; they decided to make a choice that was going against their focus - their focus stayed the same regardless of what they decided. Actually Snow was the only one thought his focus was to save Cocoon. Vanille knew the truth and didn't want to deal with it and Sazh didn't believe Snow because they were Pulse L'Cie and Snow was grasping at straws. Lightning was out to take down the Sanctum Fal'Cie, she had no regards to the state of Cocoon. Hope wanted to kill Snow and then later joins Lightning's short-lived crusade against the Sanctum. In chapter 9 the party decides to topple the government to end Fal'Cie rule but that move is not apart of their focus. The toppling of Sanctum was more of a choice they made that became their "focus"/mission but not their actual focus.
It was never changed to destroy Cocoon; it was clarified by Barthandelus that it was to destroy Cocoon. That their interpretation was incorrect, thus their actual focus was revealed. There was no change, it was a revelation. At the end of the game they make a choice to go against their focus, somewhat, but thanks to a Deus ex Machina they are able to save the day. L'Cie can't change their focus all they can do is either follow it, rebel against it, or do nothing and become Cie'th.
Of course, their focus could have been to protect Cocoon from the beginning as exactly who/what gave the party their focus is unclear as they were transported to another dimension where an entity marked them, which shouldn't be Anima. The dream sequence of their focus is clips of what happens at the end, except the scenes are brief and violent that the party thinks their focus is the destruction of Cocoon. However, Vanille decides to keep her mouth shut which she possibly could've clarified the whole process of being turn into a L'Cie - was what happened to the party how it is normally or was it something special? The nature of Ragnarok needed more explanation: What powers does it have? How did Ragnarok come into existence? Who can become Ragnarok (it appears only Fang or Vanille could've become Ragnarok)? Does the person who becomes Ragnarok lose control? Remember how only Ragnarok could destroy the Fal'Cie and how that went? Yeah, good ol' Deus Ex. Now if it was another entity that gave the party their focus, it must have fooled Barthandelus; another thing is who was that whom gave the party their focus? If it was some other entity, possibly one of the gods, it was not gone into detail creating a weak point in the plot.
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