Nursery Rhyme had the excuse of everything else in Extra: [i]it's not actually a Servant[/i]. Like everything else in Extra, it's just the product of the Moon Cell--there's absolutely zero chance of an actual Ryougi Servant (whoops) because that would require her third personality to be okay with such a thing, which seems absurdly out of character. Plus Nursery Rhyme is sort of an... inverse? A normal Servant's legend is represented by their NP, but Nursery Rhyme is the CREATION of the NP. Odd but somewhat understandable.

"Let's have immortal unkillable Divine Spirits ineligible in every way be Servants": lazy.