I'd personally say a swallow for NIN. All the important ninja characters have some animal associated with them(Bats for Karasu and Gekkai, falcon for Yugiri and others directly under Hien, swallow for Oboro and Tsubame, etc), a mount-sized bat would likely be awkward to design(especially since all the bats in XIV are very cartoony), we already have the elemental falcons from Heavensward primals, and a swallow would allow SE would reuse an existing skeleton while making a model that's distinct. Oboro and Tsubame were also the ones that taught the WoL to be a shinobi in the first place.