Well to be fair, there are lots of religious atheists

I’d even be willing to believe in an atheist who believes in the Aesir. Maybe they think the Aesir are just people, not gods. Fantasy creatures of great power, but not gods.

That was actually a plot point in Stargate. Thor is a little grey man from a different galaxy. Not a god. Just revered as such by the people of Norway due to his great technology. But not a god. By the end of the series, every main character sure as shit believes in Thor, they’ve met him, but they’re all either Christians or atheists.