As far as I know, your choice is never referenced in the game, other than that bit in the eternal bond.
I picked Menphina; as the lore page says mooncats mostly worship her.
Zhloe runs an orphanage, "Menphina's Arms". When you first meet her, she talks about it. Zero opportunity to say "Hey, I like her too", or anything like that.

... it doesn't help that Rhalgr's the only one of the Twelve that's been at all relevant since 2.0.