Zeus Is a wind...
So if Hera bothers to come down for a chat, how come Zeus is just a wind?! How does that even do the trick..?!
Either gods do come down in "human form" when they feel like it, or they don't..
To have both, is just.. weird..
And also, since Hercules was raised by his very "God-believing" mother.. shouldn't he most likely have believed in gods to?! That kind of thing, you usually learn from your parents, (especially at that time, when most people believed) and I don't think his fake dad ever taught him something..!