I have a similar question when I watch both series:
Was Jesus a Vorlon?
Was Jesus a Goa'uld?
I'd have loved to see Kosh answer that question! Then, I'd love to see JMS, who is an Atheist, answer it.
I can't find the quote at the moment but as I recall, JMS said that the Vorlons didn't appear as primary deity figures, only the equivalent of angels. So, G'Lan, not G'Quan; Valeria, not Valen. One thing JMS did say was that the Vorlons might have created that myth on some worlds but just exploited it in on others.