All things are a matter of what you chose to have faith in or not.

As the great prog rock group Rush, once said,

"you can choose a ready guide in some celestial voice, if you choose not to decide, you still have made a choice"

In the end everything becomes perception. Even during ancient times there were secret cults that were drowned out by the more mainstream mythologies. No doubt there were people who did not buy into the narrative, but those were much more dangerous times to not get with the established program than they are now, where people can be openly skeptical.

I tend to think that the Greeks and Romans liked to assign their Gods human qualities and failings as a means to bond and relate to them. The pantheon is symbolic of all they observed of the human condition and their Gods were personal embodiements.

I tend to be wary of anyone who says this is "established" when the very next day someone could discover something that proves it all wrong. So I think it is best to synthesize beliefs from what you know, just keeping in mind that those are beliefs you chose to adopt,

Just remember that there is always some yet to be discovered truth that could change all of it in an instant.