Exactly. In your part of the D&D Multiverse, there are no deities, no one in that setting believes deities exist, other deities are incapable of going there, and no one believes in the theory of the Multiverse.
However, because you are using the D&D 5E rules to play D&D in a D&D world, you are a part of the D&D Multiverse whether you like it or not.

Because by definition, if you play D&D you are a part of the D&D Multiverse. That's why you have Fighters that can be Champions or Battlemasters, Wizards of seven different schools, Bards of valor and lore, you fight a specific type of orc, a specific type of goblin, you can face mind flayers and beholders etc. etc.
If you don't want to be a part of the D&D Multiverse, you can't play D&D 5E.