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The linkage dates back to proto-Indo-European religion which seems to have revolved around two families of gods -- the Asuras/Ahuras/Aesir and the Devas/Daevas/Vanir (giving them their Indic/Iranic/nordic names).

In India, the Devas got the upper hand and were hailed as the higher Gods from at least 1000 BC (the middle of the VEdic period as the earlier Vedas call the gods Varuna and Agni as Asuras and use the term like "Lord"). Then, later due to influence from Christianity and Islam, the Asuras were relegated to being demonic figures while Vediism itself got influenced by Dravidian religions and becmae more the worship of Shiva and Vishnu rather than Indra (The Indic equivalent of Thor of the Nordics or Tiamat of the Hittites)

In Irani religion, the opposite happened -- teh Ahuras got precedence and the daevas were houosehold gods. Then Zoroaster came along and said, no, Ahura Mazda is the one God

Meanwhile, the more primitive Nordics retained the two sets of nearly equal families fo gods -- the Aesir and the VAnir.

in Greece, the families of gods got influenced by Semitic religions and you have one family (the Titans) being overthrown by another (the Olympians).

In Rome, the religiousity was more primitve and they essentially borrowed Greek Religiousity except that they retained their household gods (the Daevas or genius of the household)