Because there was practically no easy way of seeing whether they existed or not
Zeus is said to live on Mount Olympus, the highest mountain in Greece and the home of the divine gods and goddesses in Greek mythology. He resides there with his fellow Olympian gods and goddesses.
The gods and goddesses lived all over Greece but were said to mostly live on Mount Olympus, the tallest mountain in Greece.
On Mt. Olympus. Not the mountain but a cloud where all of the Gods and Goddesses sat on top of thrones.
In Greek mythology, Mt. Olympus was considered the home of the gods, so Zeus resided there with the other gods and goddesses. It was believed to be the highest mountain in Greece, symbolizing Zeus's supreme power and position as the king of the gods.
Olympus is a mountain in Greece where the gods and goddesses live
With Shiva, who is believed to be living on Kailaash mountain of Himalayas. Another answer is: The Vedic gods and goddesses live in their respective planets.
Vanir
In heaven
Not all of the Greek Gods and Goddesses
They live on Mt Olympus, right at the top in the clouds. But that is only in Greek Mythology. Mt Olympus is a real mountain in Greece but no Greeks live up there.
Mount Olympus
no where, they don't exist