This is getting a little beyond my knowledge, but it appears to me that polytheistic oral cultures tended not to care too much. For example, Caligula followed the Cult of Isis, an Egyptian god. This doesn’t seem to be particularly unusual. Everybody was in some kind of cult; they functioned more like social clubs with “secret” knowledge (that was probably unremarkable and disappointing, tbh), something like the modern Masons.

The exceptions to this “let everyone believe whatever” seem to have been Judaism and Christianity. Judaism had long since thrown off its monolatry (many gods exist, but we have this one primary one; early parts of the Hebrew scriptures read this way) and became fully monotheistic (only our god exists). Christianity grows up from that to be monotheisitc from the start. This is something that simply does not jive with polytheistic religions around them. Rome would let you believe whatever else you want as long as you recognized the Imperial Cult, but Judaism and Christianity refused. That’s why they were both heavily persecuted for a time under the Roman Empire.