No, you do not get the extra armour save.
Daemonic Mounts in general (both Undivided and god-specific ones) are generally thought of as unwise choices due to the fact that they can be shot to pieces so your character has to advance on foot. THe exceptions to this are Discs of Tzeentch and Steeds of Slaanesh which have the speed to dart from one cover location to another, and then charge the enemy.
Daemonic Mounts in general (both Undivided and god-specific ones) are generally thought of as unwise choices due to the fact that they can be shot to pieces so your character has to advance on foot. THe exceptions to this are Discs of Tzeentch and Steeds of Slaanesh which have the speed to dart from one cover location to another, and then charge the enemy.