[@Cu Chulainn]
If he holds a close enough association to the Sun God to manifest Noble Phantasms on the level of Balmung from their beliefs, then it's kind of silly to imply that it's not worthy of Divinity and/or Innocent Monster. Granted it was from his actions as well, but considering that his actions held close similarity to the way they viewed him since his initial arrival, I'd still say the point stands. 

[quote=@vancexentan]
[@Cu Chulainn]If you can point me towards a canon servant that has his, or her horse despite not being of the rider class I'll reconsider my stance on the matter.[/quote]
There's Lancer Arturia, although that horse didn't manifest as a Noble Phantasm.