A few reasons.
1. They are my ancestral Gods, and unlike the Abrahamic God they do not judge unfairly or expect unfounded love. They know that we are all flawed and still love us for it. Even if you chose not to love them back, if you ask in honesty and without malicious intent, once you have completed a task or brought them offerings the gods will assist or bring good fortune to you. each god has different attributes for different things, like for example I pray to Jupiter for fate to be on my side or Apollo when I ask for good weather. I'll usually pray to Jupiter before a flight and ask for safe passage and offer to him Olives as a gift for example.
2. They make the most sense as they are elemental and ethereal in nature. Having morals superior to what mortals can or would be capable of.
3. The Abrahamic religion is mostly stolen from variant pagan beliefs and mythologies and directly contradicts science, i.e. dinosaurs, the big bag, what stars actually (balls of gas billions of miles away and not angels)
4. The Pagan gods are awesome and accepting of anybody with a good heart and genuine intentions.
I could list a few more but I'd have to elaborate for a few hours lol.