So let me start by saying that i'm not trying to offend anyone with this blog.
I'm an atheist myself and therefore hardly an expert on religion.
 
I was thinking with so many gods walking around in comics, especially Marvel, why would anyone still be a Christian, Muslim or Jewish? (e.g Kitty Pryde)
Why don't we see all kinds of temples, churches that honor Thor or Zeus and why don't they have millions of followers?
You would expect people to believe in the old religions more than in the religions of today.
Thor has saved hundreds of people in the years that he's been on earth what has Jesus ever done for the people in the Marvel Universe?
If you would actually see Thor or Hercules on tv on a daily basis like the people living in these universes do, would you still believe in Jesus or Mohammed which to my knowledge have not featured in any Marvel or DC comic. At least not one that's considered part of continuity. 
 
Are characters like Thor and Hercules not considered gods by the people in these universes?
Or are they considered a class lower than Jesus or Mohammed?
Sadly these questions will never be answered by Marvel or DC since they are a very controversial and therefore dangerous for a publisher to get into. 
 
Gabriel said to John Constatine (in the Constatine movie) that knowing is not the same as believing.
Can this be applied here as well? Does knowing that there is a Thor not necessarily mean you believe in him as being a God?

We will never know and by making the comic universe a mirror of our own we are always confronted with these unexplainable unlogical facts that we are expected as readers to just accept.