so,
even just one greater god sees all of the gods as ants, why would us banding together help with that?
the way I see it, we can either try and aly the "good" gods, and suffer from the headache that wuld give us since instead of directly having ppl do what we want we'll first have to convince the dudes, than convince the dudes in charge of said land, who may or may not listen to us, or anything from being corrupt to being chaos corrupt. Or just being ambitious and trying to get more benefits for himself at the expense of everything else. This would lead to us trying to either kill or try t get him to abdicate (good luck with that) ,all while constantly reasuring whichever god that dude is in charge of that no, we're not trying to subvert your stuff. Anyone notice the amount of shitty actions we would have to take? and how often a fail(or god forbid a crit fail) could be really annoying?
on the other hand, with us taking stuff under our own control, we just tell ppl what we want done, and any (extremely rare since we pretty much clean house everywhere we move) dissidents get their head chopped off. Easy quick and with the benefit of having millions of ppl under our sphere. All we need to do to get mil of ppl is -
-take as much land as feasible
-study fertility rituals/tech up on medicine/tell ppl having 7 children is their holy duty/throw monies at the problem
each of those things would baloon our pop like crazy, but to get the best result we need to take as many places with "order" pops under control (dwarf/human/elf/vampire).
If anything total conquest would mean extermination to all troublesome pests, by virtue of us neighboring them and throwing dead bodies at them till it's clean.
Besides, if we want allies we can get them from other dimensions, or make our own pantheon(with blacjack and hookers).