...because in the actual world of D&D it is verifable. In the actual world where Norse and Greek etc. mythologies existed, meaning our world, it is not verifiable. You're comparing apples to oranges. On the one hand, for a character inside the world of D&D, it is in fact a physically verifiable place, not merely a story people tell one another which may or may not correspond to reality and which none of them have any evidence about besides those stories. On the other, for a human inside the world of Earth, these things are not physically verifiable places, and are merely stories people tell one another which may or may not correspond to reality and which no IRL human has any evidence about besides those stories.
To a character actually IN the cosmology, this is a verifiable, empirical fact; there is no need to take them on faith. To a human actually IN the cosmology of Earth, these things are not verifiable, empirical facts; they must be taken on faith.
Nothing like what an IRL human on IRL Earth experiences occurs in the cosmology of D&D editions. Nothing like what a character in the cosmology of a D&D edition experiences occurs--in any testable fashion--on IRL Earth. That is precisely what makes the comparison inapt.