Just had another read through of that interview, still waiting to know what this means:

DP: You can choose your guardian deity during character creation, but can you switch during the course of the game?
KI: We’ll probably make it possible, since there are some SERIOUS revelations about the deities during the game (Iwao laughs). There will most likely be a penalty, though.
Maybe something to do with them causing the umbral eras, but I guess that's not for this thread. Shame we lost him though, I do like the general direction the story seems to be going (SLOWLY), it seems like we haven't seen much of the depth they hope to eventually go into with the secrets of Eorzea at all. Shame he didn't see it come to pass.