That Nu was simply a robot or golem designed to allow Balthazar to continue once he had passed on. Not quite important enough to be Cid, I don't think.

The big problem is that the Gurus are the best option for a Cid character. Each of them serves the proper role. Balthazar even gives you your airship (ok, it doesn't fly when he gives it to you, but still)! All three of the Gurus are important support characters, but only one of them can be Cid, and so none of them can be.