I'm unsure if you're familiar with how the term 'celestial' is defined in the D&D cosmos (and the one Thunt is using, for that matter), but that's not precisely how it works.
To speak in general terms, planes in D&D are classified as Material (that's the one we live on), Transitive (Astral, Ethereal, and Shadow planes), Inner planes (Fire, Water, Earth, Air, Positive Energy, Negative Energy, Demi-Elemental, Quasi-Elemental), and Outer Planes which are further subdivided into Upper Planes (the [Good]-aligned ones), Middle Planes (neither good nor evil) and the Lower Planes (the [Evil]-aligned ones).
Now, a being from one of the Upper Planes that's not an enhanced animal or a Petitioner (that is, a dead person) is known as a Celestial. They all share the inherent quality of being physically composed, in some part, of pure goodness.
A being from the Lower Planes that is not an enhanced animal or a Petitioner (that is, again, a dead person) is known as a Fiend. Fiends all share the inherent quality of being physically composed, in some part, of pure evil.
Malgubliyet and other evil-aligned gods are all technically Fiends, though the whole 'being a god' thing takes precedence. His residence on Acheron (Law tainted by evil) marks him as a denizen of the Lower Planes; no part of his nature is 'celestial' and indeed anything to do with Celestials is anathema to him. The half-celestial template, bestowed on Duv, would give her powers entirely suited to destroying evil, with such examples as Malgubliyet's entire church and most of Goblinkind. In addition to being crowd-unsafe from the goblins' point of view, this would also actually harm Duv herself if she was evil - it's crowd-unsafe for her, too.
Meanwhile, Half-Fiend powers are very good at destroying Good, and are crowd-safe for goblins, causing it to make more sense all around.
However, there are some other options for what template she might have. Aside from Thunt!Template, she may be a Winged creature (though that seems a little passe), or she might be a God-Blooded creature (though why she'd have wings at that point is a total mystery). All of those options remain open and would make sense. It's just that there is no way in any flaming hell that Half-Celestial would.