Well, we don't really need to invent new gods, we can just repurpose old ones.
This is especially the case if you're going to roll with monotheism. When asked "But which god are you talking about?" you say "God, there is only one". So starting from Judaism the Christians, Muslims, and Mormons have been able to reinvent God while maintaining that they're still talking about the same deity.
And anyone wanting to resurrect polytheism might as well use some of the old gods, they have so many pantheons to choose from with the cachet of antiquity, and like the One True God they can be tweaked to fit modern needs: just as Yahweh no longer approves of slavery and polytheism, so Odin is no longer so keen on rape and pillage.
We have, in short, enough gods to be getting on with. Why would we need a new one?
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