Alhambra doesn't give it bonus to Crossbowmen bought with faith and units bought with the random event (200gold for 2 units ie Korea unique Hwacha). Other units are receiving it just fine.
I also just noticed my 2 Hwacha units bought with 200 gold from random event didn't receive their morale bonus from Heroic Epic either.
Spoiler :
I also just noticed my 2 Hwacha units bought with 200 gold from random event didn't receive their morale bonus from Heroic Epic either.