Being dedicated to a deity is presented as only one possibility, with other possibilities arrayed alongside it. Look at the source. PHB. Covers Forgotten Realms as well as stuff like Eberron. Not all settings require deities for divine magic, but the Realms is a case where that is very much explicitly the case.
So this is to include the people who say, "Diety?!...I don't care about that! I just want to play a Paladin."
This gets complicated
From a code standpoint, If you included an option for picking "None of the above....I don't care", then your being inclusive...DMs do this.
As far as dialog...that's kinda set. It would have had to include [tag] religious to filter dialog that was important to some and not there for others.
