Why Is This Church Better Than Any of the Others?

Research (which we are too lazy to look up) shows that humans are evolutionarily hard-wired to believe in some kind of deity.
Since any Divine worth its salt will be completely incomprehensible, you have to make something up anyway (as your image of the Divine.) So why not a penguin? Everybody loves penguins!
Of course, you can’t use the Great Penguin as an excuse to be mean to anybody or blow yourself up. You can do that stuff if you want, you just can’t pretend the Great Penguin told you to.
She’s happy when you live a happy and fulfilling life, but it’s not a requirement (there’s only the one requirement, about the food.)
Plus, She’s not big on the smiting.
And the Great Penguin will do every bit as much for you as any other deity, no more, no less. You can’t beat that with a wet herring!