Anduin offers his companion (another) gentle smile. It's okay to admit to his role. Anduin won't judge him for it. Stormwind had its own Champions, as did Orgrimmar. Anduin is familiar with the concept.

"Oh -- no," he says, shaking his head. "No deity. The Church of the Holy Light does not worship anything else but the Light itself. It's founded on the Three Virtues: of Respect, Tenacity, and Compassion. And the belief that the Light exists in all things."