Age of Mythology. Literally Age of Empires but you pick between the Greek, Egyptian, and Norse pantheons and then prioritize which specific gods you want to worship for their favor.
I can't think of any other games off the top of my head other than Smite, AoM, and the latest 2 God of War games that mix mythologies.
That explains a lot. I played Grim Dawn and thought that it took a lot of inspiration from Titan Quest, especially the levelling system. Never put 2 and 2 together though.
The Persona series as a whole, including the other Shin Megami games... If we count summoning them as playing them, but it's basically pokémon isn't it.
Fate/Grand Order also features a huge roster of mythical figures, but actual gods make a far smaller portion of them. Very few games get to feature, Ishtar, and, Quetzalcoatl, together with Shakespeare and Merlin.
Doesn't fit the bill exactly, as it only features a single playable character, but Hades is an absolutely wonderful game that featuring the Greek pantheon for its story.