Why Bug for Ambers? Normal Flying fits fine. Lights are most likely Psychic and might also be Grass, just for Solar Beam and the occasional healing.
Is this actually something that a majority of (Old World) Human priests, theologians and scholars believe? That the likes of Ulric and Sigmar are empowered by and rely on acts of worship?
Do they claim her as a primary deity the way most of Greece claimed Zeus as theirs, with all the other Southern Gods each playing their role in both daily worship and special occasions and individual cities having varying patron gods, or more like the Western Empire, i.e. Myrmidian monotheism that shows great tolerance to other cults?
There's also the much more charitable interpretation that it was just taking the premise of a joke and running too far with it.
Sigmar and his tribe were Ulricans too though.
That would explain the lack of "when did the god(s) create our tribe in particular" myths, but not the lack of "that's where the gods came from and that's how they made the world" myths.
Though we already talked about that. Sigmar, Ranald and Myrmidia do have origin myths and the other gods, iirc, both discourage the dogmatization of baseless speculation and remain silent on their true histories.