It's very much implied that the Lunar Primals aren't really "Primals" as we know them. They don't seem to have a "will" of their own, and just follow Fandaniel's commands. They don't Temper, either, and Bahamut could Temper FROM DALAMUD.

My guess is they're closer to very complex aetherial constructs drawn forth from the memories of the kidnapping victims. As GoldStarz said, gather some random people from the Shroud, plant some subconscious thoughts of Odin while they're locked in the tower = Lunar Odin.

Maybe I'm completely wrong, but there's something very "wrong" about them.