As i see it, Paladins don't need a deity, but every character should have the option to follow a deity, like you have in Pathfinder games.

I'm not disappointed with Paladin personally, i am more disappointed that there is still no plate armor in the EA, although you get teased with cool Oathbreaker armor etc.

I guess they leave the good stuff with armors and such for the final release, after they polish it as well.