Yet here we are!
No one is asserting that there are such rules (though gnome wild mages didn't exist at all when DL was invented, and so there was a time when the rules said they don't exist).
But a setting is not defined entirely, or even primarily, by rules. It is defined by tone, theme, etc. And my view is that an atheist PC does not fit with the logic of the setting.
And @
I'm A Banana's explanation of how the gnome wild mage fit into the setting didn't appeal to rules. It appealed to the history of gnomes and the Greystone.