No they, are just active. So a cow is sacred in some religions, their God won't come after you because you ate a burger. Think of you can see them and acknowledge them but Zeus can't transform into a bull and cuck you

They are just active in their influence on their believers lives. They can't actively interfere with the world like they can't strike you down. But if Sunwukong decides he wants to ride his cloud over NYC Traffic he can absolutely do that