0.35 Warning
The choice you make for Nameless carries over into other game files and characters. I have two different playthroughs: one male, one female, that I keep up to the most recent content with and choosing one result with the male locked the female character to it as well.
Not sure if this is intended or not but I haven't been able to figure out any way to change it for my secondary character. It does concern me that in future updates/save wipes that the choice would stick around for new characters.