Mythical beings were powerful and cautious.
For them, having eternal time and immortal life meant that as long as they were careful and didn't seek their own demise, they could remain as rulers of the laws forever...
This had been proven by countless fallen True Gods.
Therefore, when the Fallen Angel Luria and the Pain Queen Alisa saw that Hela had quietly deepened her control over the Netherworld, not only was she able to project a portion of her power during the surge of Segus Magic and the loosening of the Plane Channel, but she also had control over the Death God Scythe, a True Divine Artifact that struck fear into all True Gods below the level of "Death"...
*They decisively chose to follow their instincts.*
Of course, this was also because, despite being mythical beings, they were at their weakest at that moment.
