Siren was already confirmed to be boss content, so it'd be quite odd if we had to fight our own Primal. Odin is considered the 'grand' primal or something different in terms of primals as well as wandering boss content, which again would make it weird to fight our own Primal.

Alexander and Fenrir is possible, since in FFIX Alexander was basically the final summoning for protection but in FFXI he was to bring about Ragnarok (Divine Judgement) which Odin fought him since it would remove willing souls (killing everyone) to bind contracts with him (Odin.)

Since they're looking at XI in certain ways (just think about both Bahamuts for a second if played it) seeing Alexander as ours makes sense.