We do, actually. We know Sigmar and Ancestor Gods could be spoken to
. The fealty itself could also have been sworn more metaphysically too. It did not have to be from face to face, we know that Ranald communicates with his mortal followers easily.
But honestly, if there is anyone who actually knows why dragons have separate breeds, its going to be a dragon.
Draugnir and the Caledor dragons for those sworn to High Elf pantheon, Radixashen and Forest dragons are tied to Isha, and the rest decided to bend itself to Winds. Which, by the way, weird. Deathfang doesn't seem to hold the same vitriol for Forest dragons that he does for the Wind ones, despite the fact it alters them pretty significantly. If he did, he would have found some way to insert some snide remark the way he did when we mentioned Cython.