You don't think there's any evidence for the existence of the Greek gods, or the Hindu pantheon. I just take it one god further.The skeptic in this case is implicitly arguing that monotheism is really just a proto-atheism, and that a consistent theistic worldview requires a primitive polytheistic conception, so atheism is just the logical next step of monotheism. However, much to the skeptic's chagrin, if one defines monotheism properly and studies how polytheistic societies (such as Ancient Greece) conceived of polytheism, one comes to the conclusion that it is atheism which is more similar to polytheism than monotheism.
The unique idea shared by all monotheists, from Aristotle to the Jews, is that there is at least one entity which is completely sovereign over all natural phenomena. From the fact that this entity is completely sovereign, it follows that this entity is unique and one. So monotheism is, at its very core, a statement about sovereignty of God, and in fact this concept of sovereignty is so essential to monotheism that God is defined to be the unique absolute sovereign over all of creation. No sovereignty, no God.
But is this how polytheistic societies viewed their gods? First of all, the very concept of an absolute sovereign demands a unique sovereign, otherwise there cannot be said to exist a true sovereign. So right away we know that sovereignty is inconsistent with the core thesis of polytheism. But historical evidence regarding the doxastic content of polytheistic societies corroborates this. In Ancient Greece, the gods were a feature of reality, but the true origin of creation was the primordial chaos. So the gods existed in the same way the planets and the animals existed, as a feature in the backdrop of reality, but in no way sovereign over it. In fact, if one compares the idea of the primordial chaos and how contemporary atheists conceive of the universe, one actually sees that Ancient Greece had a worldview that's more similar to contemporary atheism.
I, by the way, am not the first person to notice this. One highly intelligent atheist whom I dialogued with has said that even though both monotheism and polytheism are irrational, polytheism is slightly less irrational than monotheism, as it is more consistent with a naturalistic universe than monotheism is. So this rejoiner