Why is it we have games where we kill Greek Gods, but not games where we kill Islamic or Christian God?

Because you make video games to make money. If Christians/Muslims/Jews boycott and protest a game, it's too much of a liability for any game company as a whole. The game in question may not see a huge sales loss as people who like that kind of thing are hard to offend, but big gaming companies produce diverse genres. They can't risk parents not buying a Spongebob game because they're still pissed about a game in which the objective was to decapitate Jesus.