Why do religious people believe that they have proof that Odin, Jupiter and other gods don't exist?

but "their god" does exist? It seems to me that when one looks at Norse mythology for example and compares the Odin god and the description of him-with science and historical record the religious say this is mythology and reject it-even though you can't rigorously prove or disprove the existance or non-existance of such a magical being. And yet--they don't apply the same logic and reasoning skills in examining their own holy figure. Why is this?