Maybe it was the myths. They were a bit thin (there's not that much scope in a rule book) and consistent, but after all it was a world where the gods could keep the stories straight. . . .
You can have a RPG world in which the gods are distant, but then the stories will probably gets messy, and inconsistent. It will be possible to run it like the actual paganism of the Roman empire, which is the closest approximation of what they use. (In a sorta medieval world with some pure modern overlay where people don't have the imagination for a world view that's actually different, or possibly have vapors at the notion of playing characters who believe it.) There could be different practices in different lands without much trouble, and characters can indulge in the local equivalent of interpretatio graeca with all the fun and games including arguing about which god is which. (Is Thor Jupiter or Heracles?) There could philosophers who held there were no gods, and philosophers who held there was One True Supreme God -- who, being perfectly perfect perfection and so completely self-sufficient, could not possibly have interest in, or even awareness of, anything outside himself -- and philosophers who allegorized away the myths (Chronos eating his children is just an allegory of Time destroying all things) or demoted the gods to daemons (not purely evil demons, but not the true, pure, and good gods).
An interesting discussion of that sort of religion here
But in this sort of paganism, the gods don't need your belief. They may, in some forms, need your sacrifices. Come to think of it, the rules had descriptions of temples (some, true to actual paganism, wouldn't have them, but a god of revelry might have small shires in inns) and festivities, but not sacrifices. Which were seldom blood sacrifices (Athens, the whole city, sacrificed an ox annually), but there would be a lot more: incense, cakes, etc. But the rules didn't include any of that.
Instead, you have gods that need belief, growing stronger by their number of worshippers and weaker without them, even to the point of disappearing. In which case, you start to have a tension between a blacksmith wanting to propitiate the god of blacksmithing, the goddess of the hearth, and all the other gods with a domain that he has a smaller but non-zero interest in, and the gods themselves wanting his exclusive attention to increase their absolute and relative power. Proselytizing would be vital. And the Roman habit of occasionally expelling rites as foreign (they did that to Isis a few times) would be vastly encouraged, as even splitting your attention would weaken the local gods.
I suspect that, to avoid continual maneuvering among mortals, the gods would need some kind of deal to apportion things, especially since gods of limited spheres actually need each other. Order of the Stick has regional gods, and then deals among them. And Rusty and Co. has Limited Liability Congregations. Both of which are comic in intent but probably very realistic, given that the gods are not portrayed as transcendent.
And there might still be philosophers who believed that all these beings were, at most, fractionally endowed with power from the One True Supreme God, even if they also believed that this God, being perfectly perfect perfection and so completely self-sufficient, could not possibly have interest in, or even awareness of, anything outside himself.