Imagine a "classless" mud, in which anyone can learn any natural skill (which could include magic, if such is possible within your theme). Imagine that you then add things like "vampire", "werewolf", "lich", and so on - each of which are mutually exclusive, but which grant access to a whole range of supernatural powers which can be developed and trained up. Would it not be unreasonable to refer to those categorisations as "classes"?
As I said previously, it really depends on what approach you're using. There isn't a universal "right answer" - it's completely dependent on the theme of your mud.
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