In fairness I'm pretty sure they also fought a war with the angels and won in a later season. It leaned hard in to Christian mythology but iirc their conclusion was that god was absent, evil, or both, and that at the end of the day the agendas of heaven and hell were the same as far as normal people are concerned.

But yeah, the "not-white people dieties and archaic white people dieties are all the same and actually they're cannibal fairies or something" was a very woo boy slow down a moment episode.