Professiona keeper here. I am of the opinion keepers do not have a huge preference on which way to dive. Personally I was stronger diving to my left, but im right handed. But the difference was minimal.
My opinion on the penalty statistics is that if most takers are right footed, it is easier to curl the ball in to the right post. The spin on the ball gives you that extra few inches that can make a difference. Hence why you primarily see players curling shots when they open up their hips rather than shooting across their body.