Your post shares my exact thoughts!
I had a little play around with the paladin class earlier and this was both surprising and a little disappointing that you don't get the option to choose a deity that you are devoted to.
This feels like a missed opportunity for potential voice lines, dialogue options, and general RP value.
I get that your power as a paladin comes from your conviction in your oath, not in devotion to your deity like clerics, but for many paladins their entire identity and the reason for their oath is the deity they follow.
I completely agree that they could have had some fun by changing the tenets of your oath slightly depending on which deity you choose to be a devotee of, and depending on which deity you choose, how you break your oath may be different.
I have no problem that if you don't want to be devoted to a deity that this should be a choice, but it feels like for many this will not be the case.
Not all paladins are devoted to a god, but most, if not all, gods will have paladins devoted to them.
