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In a world where gods are very casually involved in most aspects of life, but there are also very powerful magic users who can easily mimic the powers of a God, the only difference between a God and a mortal would be whether they can die, right?
So, theoretically, if God's could be born to mortals without ant direct provable divine intervention (like jesus), it's very possible for this God to grow up believing they're a mortal, possibly even being atheist. So when this God is proven to be immortal (rip their loved ones) they simply believe they are immortal. It's just a coincidence that theyre very gifted in this one field, even to the point of being the best in existence.