In general: players in D&D shouldn't be limited by lore restrictions. A male cleric of Lolth is an oddity, but so are all player characters. They're the heroes. As a DM, when someone says they want to do something like this, the answer is not "you can't", it's "okay, and this is what that will entail..."
In that case, let my human paladin worship Lolth too, because why not?
No, I dare say. Not like this. Not for free.
How about a compromise? Let a player create a Male Drow Cleric of Lolth, but not without consequences. (Lolth would want your PC to die, so some penalties/randomness in spells, curses like you transform to spider while resting(?) for example, etc.) That might at least make things interesting.