What I didn't note was that there was another member of the New Mutants who worshipped gods that definitely have been part of the Marvel universe. Amara, a.k.a. Magma (for her lava powers), is from a lost Roman colony in Amazonas. I called the story that she was introduced in profoundly offensive racist garbage, and I continue to stand by that. This story, while working with elements previously introduced, sort of understands what's gone wrong with them and seems to make amends. Claremont (for it is he, this is a fill-in issue set before Amara left the New Mutants, but with a hastily added extra three pages to make it a flashback) in the first page acknowledges the atrocities of actual European colonialism done in the name of Rome.
Magma, for all that she's supposed to be a product of a Rome/Incan hybrid culture, has instead been essentially treated as a time-displaced person from Ancient Rome. This story goes definitely takes that line, being about about what happens when someone comes face-to-face with one of their gods: it needs to be Hercules she believes in, not some syncretised version. She doesn't believe Hercules - who comes to her when she prays - to be him. It could just be a superhuman pretending to be a god, after all. Especially as Zeus plays the role of trolldad, by refusing to allow them to go to Olympus to show off. Amara eventually recognises Hercules. And although it's mostly played for laughs, Amara's underlying faith in her gods is treated with a profound respect, something that it would be easy not to.