Now, you might manage to pull off an episodic series where the stories have no necessary connection. Conan was running into demigods before he left the frozen north, and while his adventures subsequently had some varying dangers, it was not an upward slope.
But most series nowadays have an arc and a climbing structure. This means the danger has escalate to keep people's interest. And if you already have brought metaphysical principles on stage, it will have to escalate to higher and higher levels.
A cosmos that can be stuffed into a novel a pretty small cosmos. It doesn't help the novel. And a certain degree of confusion and incoherence lends realism at a lower level -- and allows characters to differ without one being an idiot -- but breaks down as you get to higher levels.
Some try to add layers of abstraction on top. Gods for gods, and then gods for those gods. It doesn't work. Turtles all the way up doesn't work any better than turtles all the way down. Best to show only a hint of the tortoise shell.