For cultivators, to believe in gods didn't make sense, a cultivator could be a god for a normal human, and so for them the so called "gods" were probably just stronger cultivators, that was the common understanding created after so many years.
That being said, there were indeed "beliefs" in this world, reincarnation was one of them, and so many other things like heaven and the netherworld were considered to be true, as an example, tribulations were a known aspect of the interference of the heavens.
For cultivators, those were other planes of existence too, technically speaking since Mylene and Eris came from a Divine Firmament they were considered divine beings, and to be honest they way their pretty skins glowed right now after absorbing a large quantity of extremely purified spirit energy, Aster wouldn't be surprised if they were to be adored as goddesses.