I mean, it could be no more complicated than "this animal is super old and super strong" being a thing everywhere, with Auspices being conflated with wisdom in their region and Tural Vidraal being conflated with strength and wild nature in theirs, while other regions don't attach local legend on the same scale to them. Eorzean faith leaned way more into the Twelve than the local legends.

But, along with Elementals, Eorzea has Moogles and a large concentration of living and active Dragons, all insanely long lived and sentient creatures that pervade both myth and reality. So, the Eorzean equivalent to beast that could become Auspice/Vidraal just remain the beasts that are FATE bosses or hunt marks.

The Church of the First Light was also *massive* in a way nothing on the source is. The idea of a few magical species on the scale of the Fae coming up makes a bit more sense if we consider most of the First's pre-flood population were actively believing in such creatures for many generations.