Setting aside that many if not most of the gods are "of this world" . . .Well, of course, I have relationships with other humans. I'm not a shut-in, but when we're talking about something "not of this world," then it's not really part of our physical reality, is it? I'm dependent upon other humans and the basic forces of nature, but does it really require any kind of religious worship of something unseen?
. . . something having a "physical reality" is not necessary for existence or influence. I mean, law is hardly a physical thing you can put in a jar or point a stick at. In spite of that, any human in a nation that believes in these things called "laws" must navigate their relationship with said laws (or not, at their own peril). Does one have to worship the law? Consider it sacred, worthy of reverence? Reserve a holiday to celebrate it? Deeply ponder it and study it? Read daily or weekly devotions from the book of laws?
Of course not.
But one would be an idiot not to pay it mind and due respect if one lives in a nation under laws.