Shouldn't Talos support Air Domain, considering it gives lightning spells, and with Talos being the god of storms and all?
Uh, he gets the storm domain, lightning spells galore.
Storm > Air
In fact, the second round of custom domains (which includes Storm) came about because of a many-pages-long argument about whether or not Talos should get Air.
Rolled a neutral evil, with storm and evil domains. Still getting the message that the deity doesn't support the domains or alignment.
That would be a bug report, not a suggestion, and most deity validation issues should be fixed by relogging. Also, do not always believe what the hand placeable in the starting area says.