Religion Is Not Something That Gives Comfort
Religion isn’t something that gives comfort, and worshipping a deity isn’t done because you’ve picked a cosmic side or because you agree with what that god stands for. You follow a religion because the god is real and you worship it because if you don’t, you won’t gain its favor and the world out there is a very cruel place.
If there is a pantheon set up like the Greek or Norse gods, then you don’t pick one of the bunch to worship. You follow them all, even the ones with alignments directly opposed to yours, because you still encounter their domains in your life and The God Of Random And Slow Deadly Death is probably the god you need to placate the most even if you like it least.
But on a pulpier level, the gods aren’t the creators and wardens of slices of creation. The gods are just beings of great power who are drunk on that power and people worship them because they have power, and religion and worship is a zero-sum game to these entities….
Author’s emphasis.