The novels are more jokey and lightweight, and don't worry so much about little tiny issues of plausibility, like Deb knowing her brother is a serial killer and somehow deciding that it's ok not to report that fact to any authorities or even worry about the ramifications for herself if it should come out.
Or the notion that child abuse invariably leads to serial-killer-ism as implied by making Astor and Cody's stories so parallel to Dex's.
In that context, for serial-killer-ism to actually be caused by malign dieties who have apparently existed since the Big Bang and have a habit of taking over people's brains is just par for the course. Maybe Jeff Lindsay can eventually hook up his mythos with
Star Wars - couldn't those malign dieties also be behind the Dark Side of the Force?