Lore-wise, probably. Gameplay-wise, it'd be like having a vehicle without crew, or an equipment without a way to equip it. Both are technically valid (and those vehicles/equipment can still become creatures/equipped through other means), but it would end up just confusing the player for a little bit of flavor.
Design-wise, saddle is neither evergreen nor deciduous, so it would have needed to become a primary mechanic of the set for them to add saddle. Definitely a design direction they could have gone (make all the chocobos into mounts and build them that way), but they seem to have preferred landfall for some reason instead.