I suppose you could always leave the gods as possibilities in your fantasy world and decide later! After all, even if they ARE True, they don't need to be particularly present--especially for Joe Cop's investigation. :)

One of my Maybe-Gonna-Write-It short story plots in the same OGYAFE world features a girl who imagines conversations with a few little spirits/gods she made up herself--and, in fact, the ideas she gets from them take her to some interesting places. It's a fun little examination of how folklore can inspire someone.

That is a pretty excellent theological argument, yes.