Just one of the effects of the whole "God of X" thing that's so popular in popular descriptions of the Gods...
Here's a different take on it from Norse Mythology for Smart People. It explains the gods as neither anthropomorphic nor archetypes.
Nowadays, the Norse gods and goddesses are often described as being “the god of this or that,” but this easily leads to the misinterpretation that the gods exist outside of these things and merely control them from a distance. A more accurate way of speaking about them would be to say that, for example, Thor is not “the god of thunder,” but rather the god thunder. This is not merely symbolism, nor is it an attempt to “explain natural phenomena” in a “pre-scientific” idiom. It’s an account of the direct experience of the storm as a personal and divine force.
http://norse-mythology.org/concepts/pantheism/