While Paladins in 5e, post Second Sundering do not need to worship any divinity directly in order to draw on divine power, and following a god is no longer necessary for a paladin at all, I absolutely support there being an option to tell the game what deity you do follow, if you follow one - the option must also allow a choice of no specific deity, however, as that's an equally valid choice in the setting in its present state.
For Varangian's peace of mind... You don't just 'decide' you want magic because you 'like' promoting inner and outer beauty in all things... but Sune may like what you're doing and send you a little love off the books, as long as you keep doing it; a paladin that doesn't follow or worship a deity is still tapping divine power - which is to say that their power is still being channelled to them through a divine intermediary. This can mean that various gods, or possibly one specific one, whose personal ideals align with the individual paladin's oaths and practices 'sponsors' them; they don't force the paladin to worship them, and the paladin may not even really know about them (or even that they exist at all in the case of cultural dissonance) in such a situation - the paladin may be a poor fit for the deity sponsoring them as a whole, and any intercession on the gods behalf would only push them away - but the deity still sees fit to sponsor them in their current purpose and their practice because that behaviour indirectly upholds things that are the domain of the deity, and the upholding of those ideals thus indirectly helps strengthen that deity's position. In other cases, the paladin may draw divine power directly from the divine portfolio itself - one that is held and controlled by a deity, but not the deity itself; they have the capacity for a divine connection, and forge one, but without it being directed towards a specific deity on the other side they connect directly with the divine folios that they uphold.
