Why?
There's dozens of examples in D&D of characters, NPC's, organizations, settings, etc., where not having a patron deity is normal/accepted/expected/just fine.
Characters in Planescape (especially the Athar).
The entirety of the Dark Sun setting.
Eberron with its "distant divinities."
Original-flavor FR.
Dragonlance pre-War-of-the-Lance and post-Cataclysm.
For a recent example, Barovia is noted as believing the gods have abandoned them (the church of the Morninglord is not a popular Sunday destination).