Im gonna laugh if MC is actually the male in the original world and she just forgot about it.
Maybe Lily knew MC as children and grew a crush a on her after MC saved her before, thus the fixation on the hand holding. Then Lily who knew MC was straight (or a gay in denial) wished for a world where MC would like her back. So this world of yuri was created. I mean who else would you choose to be god of a yuri world other than a girl with a name like Lily.