In 2012's The Avengers, Captain America refuses to see Thor as a God, but the MCU has gradually added far more "deities" than just the Asgardians.
Captain America makes his religious views clear in 2012’s The Avengers, but the MCU had repeatedly refuted them in recent properties. While the MCU’s Phase 1 introduced Asgardians, Phase 3 and 4 saw the debut of Enneads and will soon introduce Olympians and potentially many other deities. While this makes Captain America’s adherence to monotheism appear foolish, recent MCU properties have made it possible for any spiritual philosophy (or lack thereof) to coexist with essentially the same veracity.
The MCU’s approach to magic and deities was first shown in 2011’s Thor. The film establishes that the Norse pantheon of "gods" are indeed real, but they’re actually highly advanced and powerful human-like aliens with extremely long lifespans who were worshipped by ancient Scandinavian people as deities. Furthermore, their “magic” is tangible technology far beyond the capabilities and comprehension of humans. Asgardians are far more powerful than humans, but they’re every bit as fallible and complex as their “mortal” worshippers.
Upon encountering Loki and Thor in The Avengers, Black Widow warns Captain America, “These guys come from legend. They're basically gods,” to which he responds, “There's only one God, ma'am, and I'm pretty sure he doesn't dress like that.” In addition to the Norse gods, the MCU introduced the Egyptian Gods (the Enneads) in Black Panther and Moon Knight and will feature Greek Olympians in Thor: Love and Thunder. Cosmic and inter-dimensional god-like beings who originate in Marvel’s comics, such as Celestials, Dormammu, and The Watcher, have been introduced as well. While this makes Captain America’s Avengers dialogue appear even worse in hindsight, the franchise’s explanation for deities in Thor and Doctor Strange makes any philosophy valid in the MCU.
Black Panther’s Bast and the other Enneads introduced in Moon Knight are referred to as gods, but like Asgardians, they’re likely a powerful group of aliens with a close relationship to humanity, who once worshipped them as gods. The same principle will almost certainly apply to the Olympians in Love and Thunder. The fact that these beings aren’t technically “gods” is key to the premise of Love and Thunder’s source material, which features Gorr the God-Butcher. In the comics, Gorr is a humanoid alien whose strength and vulnerability are comparable to a human, yet his acquisition of power via All-Black the Necrosword allows him to go on a quest to kill all beings worshipped as gods.
Marvel’s cosmic “gods” are comparable to beings like Enneads and Asgardians, only they’ve never been worshipped as deities by humans. The Celestial known as Ego toys with this by referring to himself as a god with a “small g” in Guardians of the Galaxy Vol. 2. One curious concept that unites all of these beings, interestingly, is the afterlife, whose various forms are references in multiple properties.
Doctor Strange, Black Panther, and Moon Knight all feature different iterations of the afterlife, which the Ennead Taweret describes as “intersectional planes of untethered consciousness.” What this and the existence of numerous god-like beings shows is that technically all spiritualism belief systems may be real in the MCU, but at the same time, all have some sort of rational basis, making all religious and irreligious characters in the franchise valid in their beliefs. While Captain America’s dialogue regarding gods in The Avengers looks foolish by Phase 4, his Christianity most likely has the same veracity as the ancient Norse and Egyptian religions.
