Is the tag even already there before you pick that dialogue option? I didn't bother to check, but if the answer was "no" it would implicitly address a lot of things.
I haven't played all the races, but everyone I have is tagged Baldurian from the start, except the Gith and a Lolthsworn.
After doing a little search this is the best I could find on the matter, from an reddit
AMA ...custom characters have a much stronger connection to the world and the main arc of the story - whether they’re from Baldur’s Gate, further afield, or somewhere else entirely (hey, githyanki)...
There's still plenty of leeway either way from this eight month old statement (
further afield? does that mean the Underdark races, or someone who wants to be from Calimshan?) but I think the fact [Baldurian] is Tagged! makes it variable, otherwise it would be unique in that regard, no? I'm too afraid to go into the Datamining thread to see if there's something there...pity me.