Given its geographical location, the island north of Sinnoh which hosts the Battle Frontier ought to be a frozen wasteland. This is indeed true of much of the island, but living at its southern tip, packed around Stark Mountain, are a small population of humans and a remarkable diversity of pokemon. These people worship Heatran as a god, and it is difficult to say that they are wrong to do so.
This worship originates in the fact that Heatran, not the volcano turned active by its presence, is what warms the island; whenever Heatran exits its Stark Mountain home to battle alongside the Tower Tycoon, the volcano begins to cool and the Tower's air conditioning must kick into overdrive. Some have seen in this friendly relationship with humanity, to the point of willingly entering the pokeball of whoever is currently Tower Tycoon, proof that Heatran is something less than a god. Yet Heatran must allow itself to be tied to a pokeball: should it ever be captured by an outsider and taken from its homeland, Stark Mountain would soon freeze over and its people would be forced into exile.
Heatran, after all, is a local deity, perhaps more local than anywhere else in the pokemon world, and that locale is Stark Mountain and the surrounding community. Because Stark Mountain's Battle Frontier draws trainers from far and wide, it is only natural for its own guardian deity to challenge the strongest competitors. The soil of this island has degenerated from times of old, leaving only the tourism of elite pokemon trainers to sustain this island's people, so Heatran has pressed itself into service.
Heatran is sometimes thought of as male, and other times as female, but never as genderless, for the people living around Stark Mountain are all his or her children.