So every Cleric I have every played pretty much states who their god is. I am trying to remember if anyone I have every played D&D with would not tell me their god / goddess.

I expect it would be a common question when you met a Cleric. "Who do you worship?"

This is where BG3 is totally failing for me, If this was a pen and paper campaign, I would not want to adventure with any of these people.

This is the problem with the way Larian likes to do companions. There should be several of each class type available. Instead we are being railroaded. Want a Cleric, play one yourself or take Shadowheart. I been taking companions based on their class / role and ignoring their story / personality.