My paladin is proficient in Siege Weapons. I have yet to find a way to add it.  Am I missing something or does it need to be added?

Siege weapons are not listed under their Proficiencies, only Simple and Martial weapons are. And since it is not possible to add a siege weapon as an actual weapon on the character sheet, there’s nothing for it to interact with mechanically anyway.

None of the proficiencies interact with the mechanics.  Shouldn’t siege weapons be included in the list though for the same reasons other items are (organization, reminder, annotation)?

If weapon proficiencies didn’t interact with weapons added to character sheets, then everyone would have the wrong attack modifiers. But siege weapons are not available to add to character sheets.

However, nowhere in the Paladin entry does it say they have proficiency with Siege Weapons, and nowhere in the Siege Weapons entry does it list Paladins as proficient. Where are you seeing that Paladins are proficient with Siege Weapons?