Why? While that seems to be the trend in these parts lately, there are plenty of cultures that have, with equal confidence, asserted the existence of whole football-teams worth of gods. Such was the nature of one of Hume's objections to Aquinas.
Of course, Occam's Razor suggests that we should not unnecessarily multiply entities. But that would seem to imply that the most parsimonious explanation is to postulate zero gods. Which I, like you, find rather unsatisfying ;)
Yes; but the most parsimonious explanation in this case would leave the universe inexplicable, because unintelligible.