It’s neat how they thought of so many different scenarios. You don’t get any other gods mentioned in paladin dialogues as far as I can tell. I played a PC of Tiefling, Drow, and Half-orc paladins so far and none of those had any “Paladin of” options to choose. SH just happened to be my face this run and I guess if you respec her they gave her these specific options.
This happens whenever you multi-class into paladin/cleric as any other character, didn’t know you don’t need to do so specifically for Shadowheart. The fact that the god specific paladin dialogue exists really makes me wish we got an optional god selection for paladins during character creation, having to sacrifice a feat or a bunch of class features just to get some RP dialogue kinda sucks.