But we can see that Odin is a "person" who put on a costume (he has the appearance of the last person who killed him)
So we can just get part of his costume, not becoming Odin or anything so lore-wise, I guess it's ok
He is also FFXIV's Odin, not Odin from another game, the same way the Primal are the entities from XIV

But Shiva-Bike is an entity from a different game that "clashes" with another entity already existing in Game (Primal Shiva)
So I am pretty sure they will not do it

It's like giving us Fang's Bahamut mount when FFXIV's Bahamut is pretty much the strongest being in the game.. it would just kill its impact