It isn't about them not using the D&D pantheons, it's about them not wanting to use the Greek Pantheon anymore. At least it seems like it's going that way.
I think this is the basic bit. The real-world mythologies and traditions don't actually map to the game very well anyway. There's a lot to be said for taking inspiration, and trying to generate a similar look-and-feel, without the problematic issues that arise when real-world traditions need to be deformed to match gameplay needs.