I also like to fanwank that by saying that's not the gods themselves, but their vessels. Gods in vessel form are weaker than in their true form, and that's why Lucifer kicked all their asses. But the real gods are still okay, sitting pretty somewhere and rolling their eyes at THOSE CRAZY ABRAHAMITES.

One of the things of Weep, Little Lion Man was about how gods do not die while they are still worshiped
This is from 'American Gods'. Have you read the book? I highly recommend it.