Because this a story where no immortal higher being was introduced yet and it would not fit into the story, its as simple as that. It would feel like reading a different Manga. The only higher beings are people who put themselves into power and have nothing to do with being a godlike creature even when they feel like they should be. Additionaly it is confirmed that the ancient kingdom was a highly developed country with great technology. So it would make more sense for the moral and ethic of the story to underline the brutal competition, war and sacrifices that go along with great tech. Why would Oda pull some real gods out of his hat just for the last arc.
Did you just conveniently forget that Elbaf revealed that there was a 1st world that was destroyed before even Joyboy's AK era even existed? The AK isnt the thing being described in the first world. Thats Nika's era.
Nobody is saying these are literal Gods, the point is these creatures were revered as Gods. Theres a difference and its not really that complicated or changes much about the series's endgame background.
I mean, fucking Naruto had aliens from space causing the origination of Chakra, only revealed in the last 10% of the series lol