'God's are not real' is definitely a 'modern day atheist' moment. Whenever God's were once mortal or not would be relevant and worthy of being kept as a secret only if they were claiming to be God in the modern sense, eternal, all-knowing, omnipotent etc. But many gods worshiped before rise of monotheism weren't all that. Take Zeus. He's not all powerful (he gets beaten by Typhon once), he didn't create the world, he's not all knowing etc. This doesn't matter because he's still the king of the world. Gods in POE are immortal, cannot be hurt by mortals and rule over afterlife, what more would people need to believe in them? For them to be considered 'fake' in any significant way at least their dominion over souls of the dead would have to be bogus.
The pagan world always had God with a capital G (well, certainly by about 500 BCE or so when the idea of monotheism first arose in the Scythian empire - the remnant of the Indo-European diaspora - and in the Mesopotamian and Semitic cultures that were influenced by it). The very arguments that support the existence of God on a rational basis (Plato, Aristotle) come from a pagan background. The gods with small "g" were thought of as localized facets, emanations, extensions, refractions, or similar, of the One. The One being too lofty and abstract for a personal relationship, gods were intermediaries the individual could appeal to.
Well it's a bit more complicated than that - initially gods
were "the" God to local, relatively isolated groups, because their understanding of the world was sketchy and limited, and they more or less thought they were at the center of it, with only a vague sense of anything beyond, and their sense of God reflected a magnified sense of themselves. (Note that Judaism later retained that quirk, i.e. it was monotheistic, but with an older sense of their God as representing their blood, their ethnic group - "God is a Jew," as Maurice Samuel so aptly put it.) Then with the birth of the great empires, as people were confronted with other groups having similar ideas, gods lost their hyper-localization, as it became understood that God as such is necessarily more lofty and abstract. That's the point at which gods became more like emanations or reflections or flavours of the One, to which a more personal type of appeal could be made by the individual. At that point the transition to the "mystery religions" that culminated in Christianity is smooth and even: the idea of religion as a matter of personal salvation, of a
private transaction between the individual and God (whether via intermediaries or not - without being via mysticism, with being via religious cult and ritual).
And Christianity carried on exactly the same structure - gods became angels and saints, angels being of the type of god that had always been an immortal being, saints being of the type of god (rarer in the pagan context, more abundant in the Christian context) that had come from a mortal origin and "earned" godhood in some way (like Herakles) - basically Heroes who became deified (deification of emperors also lives here). And again, the gods/heroes//angels/saints are entities to whom the individual can make an appeal, whereupon hopefully they will "intercede" for the individual and make the appeal to the God above gods (Mary, mother of God, an echo of Isis, had a unique place in Southern European Christian cultures in this way). Basically, gods as "interfaces" to God, suitable for different people.
The gods in Pillows are
like the classical (Axial Age) gods, specifically the classical gods of the Hero type that had once been mortal (again,
Saints in the Christian context); but without any sense of there being a "God of the Philosophers" (a One, Prime Mover, etc.) behind them all, the way pagans would have understood it.
So the Pillows concept is atheistic in one sense (in that there's no One), but fits in quite easily with the concept of some gods having a heroic (or in the Christian context, saintly) origin.