Following or not following the tenets of their faith isn't the issue. You think people no longer worship Athena, etc., because they made some kind of rational decision. But history shows it's because the Christians murdered their priests, priestesses, philosophers, etc. as soon as they had the power of the State at their command. In other words, they persecuted them even worse than they were persecuted in the previous century. (A Christian in pre-Constantine Rome could legally stay a Christian as long as they rendered a yearly tax unto Caesar's gods like every other Roman citizen and didn't make waves with their proseltyzing. But Constantine's successors murdered the non-Christian intelligencia.)
In other words, people no longer worship Athena for the exact same reason why the people along the Northern coast of Africa no longer worship Christ.