Though Empress Nuwa later sent its True Spirit through the cycle of reincarnation and supported it in ascending to the rank of one of the four Divine Monarchs, this was ultimately just a remedial measure after the fact.
From the perspective of all beings in the universe, Empress Nuwa's deeds were of immense merit, hence she received a vast amount of Innate merit.
As a result, the Divine Monarch Xuanwu carried immense fortune after reincarnation, thus his path back into the ranks of the four Divine Monarchs was smooth and unimpeded.
But from the perspective of Divine Monarch Xuanwu himself, he definitely wouldn't feel grateful towards Empress Nuwa.
Having once been sacrificed to the heavens by a Saint, Divine Monarch Xuanwu's wariness towards Saints is completely understandable.
Yet Buddha Tathagata feels wronged.
"Divine Monarch, the Poor Monk has no such thoughts."