There is nothing, in fact, stopping someone to say they worship Zeus and Athena, and the whole crew. In fact, some people do, in some at least soft way (and, I am sure, some a bit more devoted, but I cannot confirm that).
The difference between a religion, and a mythology, is the practice. Literally.
I see Christian Mythology in many a video game that use angels and demons, for instance, but that doesn’t mean that the developers are religious: It is a practical vessel to create beings in the game. Bayonetta is a great of example of a non-religious game that uses Christian Mythology.
On the flipside, if you deeply believe that the Christian book is at least somewhat of a code to live by, or somewhat believe in the punishments/rewards and teachings you took from it, you get to call it the religion of Christianity.
TL;DR: Religion is living by some sort of description of the text’s contents, Mythology is realizing they’re stories and characters of myth and legends, rather than fact.
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