Actually, I think it could even be seen as somewhat of an insult. Given that pride is serious business to almost all Heroic Spirits, having your role in your story (since for them it's not a legend but their very lives) compared to someone else just like this, ad of they were just tales, can be seen as an offense.

Camaraderie between HSs that share similar stories is not unheard of, but even then no one would say: "Hey, lasts be brothers in arms because I your analogous on another legend."