Helm is the patron god of homosexual males, as witnessed in the case of Anomen, so it's perfectly sensible for paladins to worship him.
(I'm kidding, on all counts, here.)
Seriously, though, they should have made at least ONE female deity to worship. *there is no smiley angry enough, so imagine one here* That pissed me the hell off. No offense, but I'm not worshipping anybody male! There's been enough degrading patriarchal nonsense in my life so far. Games are supposed to be an escape of sorts, a fantasy, not a rehashing of stupid sexist attitudes.