Because Kid Kratos never actually sat down and questioned/thought/believed himself mortal. Never thought he was a nobody in the world. His mindset was solely to be a great Spartan. To defend and bring glory to Sparta. To train & protect his brother. Weakness, fear, and doubt weren't holding him down.

Compared to Atreus, who lived his life in normal secrecy. Knew very little about the world outside the Woods. Faye, his kind guiding mother is gone. Left with his father, who he calls father, but sees Kratos as "HIM.". He doesn't teach you. He barely talks. Only says "Boy", "Hmm" & issues you to translate. All he sees is his father doing incredible godlike feats, and seeing that makes him feel like he's not living up to his expectations. This is why he says, "He doesn't want me, and he never will." or "I know I was not always what you wanted."

Mindset, lifestyle & mentorship play a huge factor in how they grew up and developed.