That's not odd at all, because it's understood that they're not gods but aliens. Besides, people who don't believe in Norse gods wouldn't accept them as real gods anyway, any more than a Christian would accept Zeus as a real god.
But that's sorta my point.
We, today, look at Norse Gods, Greek Gods and what have you as just being ancient people trying to make some sense of the world around them. Largely why those Gods have mostly faded into myth as we understood things like fire, thunder, and such but -by and large- we've stuck with the idea of "one" being known as "God" and his son Jesus. Some variations and other things out there, sure, but there we have it. And just like we don't believe in Norse or Greek gods anymore many people don't believe in the Christian God, Buddah or other beings and deities.
But here in the Marvel Universe a man once seen as a God has shown up and that alone would reveal that much of the myths and legends in Norse Mythology is true even if they don't have the knowledge we have on other Norse legends being real.
I would think seeing someone who was seen as a god a millennia ago come down and pretty much confirm that those legends and stories were true would have a pretty big impact. Because NOW who's to say the Greek Gods weren't also real, just beings from another realm/plane? Or even Jesus and other Christian figures?
To me it goes along with the "no such thing as ESP" thing, that fantastic things have already shown themselves to be real and true so it's odd to so easily dismiss other things. While things like ESP may not have yet been proven it should atleast remain a blip on the RADAR as being possible given that "gamma radiation" does to people, super-soldier serums and, again, "gods" coming down from other realms to prevent the end of the universe.
So, "Yeah, Thor exists and is damn sexy! But I'm not sure I believe in the Biblical God," seems like an odd position to take.