The earlier you go, the more gods you'll find.
This is a truth acknowledged by historians and theologians alike; go further into the past, there are more gods, and as you get closer and closer to present day, the number of actively-worshipped gods shrinks exponentially.
Some have approached this mathematically and concluded that in the next few hundred years, gods will likely die out entirely. Others theorize that it will reach one god and stop shrinking - the one true god, perhaps.
But the gods know better.
The gods know that their decrease in numbers is not due to human culture or society or whims. It's almost entirely unrelated to humans at all. Humans happen to worship gods, sure, but the number of gods around for humans to worship has almost nothing to do with the humans and everything to do with the gods.
The population of Gods isn't decreasing because humans want to worship fewer gods; humans are worshipping fewer gods because there are less of them around. And the reason for this is simple:
Gods move backwards through time.
Just as Merlin in Arthurian legend travelled through time in a direction opposite to his companions, Gods are - from the human point of view - constantly growing younger, becoming fewer in number as their population grows in reverse.
With an intellect thousands of times larger than even the smartest of humans, a god is much more able to comprehend the situation. They don't know why it happens, but they realise that events that they've seen are still in the future for humans, and over the millennia they worked out what to watch for, and what information to feed to humans.
In the 20th century, gods are still young, still working out their relationship with humans. Their attempts to help them have resulted in the death of thousands, their angry attempts to kill them were lauded as life-saving miracles.
But by the time of the Ancient Greeks, when the population of the gods had swelled, and split off into several distinct families (the Egyptian Gods, the Indian Gods, a few peacefully remaining in Australia to be worshipped by the Aborigines) they had mastered the art of what to reveal and what to keep secret, and were able to play humans like musical instruments.