I do wish they actually did stuff with your deity/race in dialog. If you worship the god Valerie split off from, surely that'd be something to mention, but... not really. Harrim doesn't have anything to say if you're also a death god worshipper, etc. That kind of reactivity was really cool in the Pillars games, even if it didn't really affect things too much, though I realize it takes up valuable time.
There is
some dialogue with Valerie, at least, and she sort-of apologizes for possibly offending you, but it's not really noticeable, and you can't
really react to it. I actually took Shelyn as a deity specifically because I was spoiled on the fact that there was a character that was an ex-Paladin of Shelyn and I wanted to see if there was some extra interaction, but so far, basically none.