Besides, the Cult was polytheistic, not monotheistic. The inspiration came from aztec mythology, not christian mythology. As such, there were good gods and bad gods, none all-mighty. A "god", as such, is basically any powerful creature of supernatural origin or with supernatural powers.
I mean, really, some of these gods, both in America and in Europe ancient faiths, are pretty damn puny.
Alliances with the daimons were convenient, because the same ones that kept pestering the daimons also kept persecuting the Cult. The Cult would never have aligned itself so closed to the daimons had they not been constantly persecuted as they were.
The doctrine was, since almost the beginning, that daimons are tools to be manipulated to our own ends, and therefore not to be objects of worship.