Anyone else think a multi-pantheon game would be a bad idea?

For me a big part of these games is immersing and learning about the mythology (although I’m well aware the games take some creative liberties).

I feel like jumping between multiple pantheons would really dilute that experience. I’d much rather the games go deep into one mythology at a time rather than extending a wide but shallower net.

There can of course be references and teasers of other worlds as there is now.