The series overall avoids a lot of the less friendly aspects of myths and generally downplays their bad behaviour. In particular, Zeus is rarely mentioned as having done a lot of his worst antics from mythology. But in the show, it's explained that due to time travel shenanigans, Zeus is weaker and more scatterbrained than he's usually portrayed as being. He probably didn't have the time/energy to go off and blow as much shit up and mess (or sleep) with as many people.
Combo Fridge Brilliance and Fridge Sadness: Neil probably has been in modelling a while prior to the events of the series, so the fact that he doesn't show respect or compassion for people most of the time actually makes sense. His fellow models certainly wouldn't show him that kind of courtesy, and it's probable that he's never really had anyone who he felt deserved that kind of treatment. On the positive side, the fact that he does show hints of both compassion and respect to his teammates and the gods showcases the True Companions nature of his relationship with them.
So in The Game Plan (the Christmas Episode), the Greek gods are seen celebrating Christmas. Why would they observe a Christian holiday, when it's a religion that considers them demons? Some might try making sense of it by saying that it's just rebranded Saturnalia.note The relationship between Christmas and Saturnalia is complicated. The actual holiday of Christmas itself has nothing to do with Saturnalia, but some customs (like gift-giving) likely influenced Christmas. But that is even weirder, because Saturnalia is the celebration of Saturn, the Roman name of Cronus himself!