It was shocking because it effectively took away some of the mystique of beings like Odin and Loki.
Although this Easter egg has not received official confirmation as canon within the greater MCU, we are partial to it because it lines up with a more traditional depiction of the Norse gods from Marvel Comics.
Fans felt taken off guard all the way back in Phase 1 when the original Thor film insisted that the abilities of Asgardians were based more in the realm of science fiction than fantasy.
However, by showing that certain segments of humanity actually do worship them like gods, it creates the sense that these characters truly are magical — even if it is not the traditional, Doctor Strange version of magic.