The same reason that companies try to get CEO and other managers from each other; To lessen the power of the competition or to utilize the strengths of the character. Why do people trust someone in a relationship knowing that person has left someone else before. The new god thinks he offers something the previous god did not, or he thinks he is a better fit for that person. Even gods are not perfect and they still allow for freewil..maybe the new god was just waiting for the patron to find themselves or experiment before coming to the true enlightenment. I frankly see the opposite of how a god would not allow someone to come from another religion. The end role is that a god wants everyone to worship him...isn't it.