A) Forgotten realms are not inherently European.
Forgotten realms is an hodge podge of various historically inspired settings, with Baldur's Gate being clearly based off European middle ages.
Everything in Baldur's Gate 1 is European based. Baldur's Gate 2 looks a bit different because Ann was meant to be more exotic.
In the intro trailer of Baldur's Gate 3 we clearly see a medieval town being attacked by the Warith, i mean the Ilithid ship.
That is largerly inaccurate. Being historically inspired dosn't mean that everything must be exactly historical. You always had powerful female on power in FR exactly as the males.
You also had powerful females in real history as well, queens and other noble figures (rich women in Rome tended to have a certain degree of influence due to their patronage etc). And in most mythologies you also had powerful godesses that's not the issue either. What you never saw is something like a female general (no, Joan of Arc doesn't count. She led as a saint, not as a soldier) or anything that suggested women could actually fullfill typical masculine roles.
So, ironically, a famale goddess is actually not as "pozzed" as a female captain of the guards in a big medieval city. But observe that the point of the exchange with the goblin was not to establish that there's such a thing as goddesses, but to correct the player's perception, written into his PC, that a term like "absolute" has to automatically pertain to a god.