Tl;DR The Greek gods are included in the film because they prove Gorr the god butcher’s point. With the exception of a very few, the gods are terrible and unworthy of their elevated position.
A Pathetic Patheon
Take a trip through Greek mythology, and you will hear the legends of Zeus and Poseidon, Hera and Athena. We know these stories, stories of heroism and impossible monsters vanquished. Still, unlike the very edited children's tales and Disney movies, the Greek Patheon is a pretty messed up group of gods that care about themselves. From Murder, torture, adultery, and so much rape. These gods are evil. Their thoughts on humanity are equally terrible. Again, their petty fights cause earthquakes and destruction, so many rapes. They don't care about us. Seriously, these gods need to go.
These gods gotta go
Gorr is the god butcher, wronged by uncaring gods that did not help him and let his wife and child die. Gorr is on a crusade to rid the scourage of these “higher beings” from the universe. So when we see how the greek gods have treated people like playthings, we can almost agree with Gorr a little. Maybe if these guys were taken out, the universe would be better for it.
Love and Thunder
This is where the introduction of the Greek gods in the film sets the tone and the stakes. The Greeks are introduced to help us see Gorr’s point of view and, of course, the power he has. Yes, I know that the greek gods of our mythology and the Marvel universe are not identical, but I think it would be wise to use the greek gods to prove the other side of the equation; Gorr might not be entirely wrong.
Either way, it's going to be great