One explanation for how Indo-European gods spread across Europe was that they left female deities in place. You can argue that the Deyous-Pater/Jupiter/Zeus/Tyr/etc. god is pretty much, at core, the same dude. But Hera is not Frigg. The theory is that there were these local land spirits–goddesses, if you will–and the “foreign” god and His followers come into the area and set up worship of the new god by insisting that he married the most prominent of the land spirits. So, you’re not really changing religions so much as modifying.
That idea: that you change a people’s religion by marrying the land and its goddess off to the new god.
I’ve been thinking a lot lately about the reason there’s a devil in Christianity. When humans are so willing and so capable of evil, and with Christianity’s good explanation for evil–we have evil because humans are sinful by nature and it’s only through their relationship with Christ that they can be changed and steered from that nature–why does evil also need an outside explanation? Especially one that is so often depicted as a direct threat to God?
I posit that the devil is often doing the old things we expect from new religions. He’s exciting and seductive, he’s supposedly not that much different than what you’re doing now.
This is, I think, why the Devil rules Hell. There were a lot of underworlds in Europe that the Devil could have ruled (and, in truth that the poets sometimes give him), but the one to stick was the underworld with a local female spirit.