Back to this old circle (scared to death)
There was no harm in being wrong about a moving bush in the night not being a bear, yet life could come to and end if it were to be a bear. From this kind of thing extended, perhaps nature spirits were born of sounds in the wild, along with the extension of family structure on up into gods and creators. It's only human.
The gods then vanished from nature, and from places like Mt. Olympus and the moon, becoming invisible.