What you are suggesting is a false dichotomy. The Romans had dozens of Gods as did the Greeks, not to mention the Gods of the Sumerians, the Phoenicians and the Celts among others too numerous to mention.
Thinking deeply and honestly starts with considering all the Gods and then considering their existence.
If you find that you can blithely dismiss the existence of all of these Gods except for the Christian (Jewish, Islamic) God and not be stunned by that hypocrisy then you have not yet begun the journey of understanding.
In regards to Greek Mythology (adopted by the Romans), the majority of people I know have learned about this in their public school curriculum (multiple years). So "blithely" is a fallacious argument.
>Considering all the Gods and then considering their existence
Many people do study multiple religions. I happen to be one of them. Everything from modern day Jewish, Mormon, and Scientology beliefs, to more Ancient Hindu, Buddhist, Mayan, Nordic, and Egyptian beliefs, etc., etc. There are a lot of similarities between these belief systems (too many to discuss here -- and probably more than most people who have never studied these belief systems would be comfortable admitting too).
It takes a lot of courage to call other people hypocritical, when dismissing ALL gods without sufficient study of various belief systems, no?
Thinking deeply and honestly starts with considering all the Gods and then considering their existence.
If you find that you can blithely dismiss the existence of all of these Gods except for the Christian (Jewish, Islamic) God and not be stunned by that hypocrisy then you have not yet begun the journey of understanding.