Actually a very good question. As stated in the book (Chpt. 6), the members of the mythological pantheon apparently accepted worship but there is no indication that they themselves (although finite and ultimately mortal beings) worshipped any other higher power. Instead they seemed to use pre-existing beliefs/superstitions to their own advantage. For example the depiction of the gods in Egypt with animal heads probably was in part designed to intimidate by association with widespread worship of animal deities. Other practices, such as the sacrifice of babies to the "river god" also probably predate the mythological age. This practice of child sacrifice was incorporated into the later cult of Baal/Chemosh, but replaced with a substitute animal sacrifice in Judaism. A pre-existing rite of king sacrifice was probably assimilated by the cult of Osiris.
Certainly much more research could be done in this area.
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