Seth is from the Marvel lore, he was a Thor villian.
As Maestro said, they're around, just not used. In fact, check out The Death of the Marvel Universe special series, or whatever it was called, with Thanos in it and whatnot. There's a gathering of Sky-fathers in it. Thor, Zeus and a good bunch more. In other comics we've seen gods from Greco-Roman and Celtic pantheons. Most recently, I believe, in the Marvel Knights Captain America run (Cap volume 4), I forget now exactly what storyline it was, you can look it up online for sure, we even saw a god of, and heard hints of more, on an American Indian pantheon. Though the series was pretty much a flop, it had some good points, and I enjoyed that particular story. It did reek of the usual "We were here first, so lets kill all dem White man. Red man best, ugh!" but wasn't that bad.
With Moon Knight, we have the Egyptian god Khonshu acting as an Avatar, and he has directly interacted with Mark. And it has been discovered recently, that T'Challa's "Panther God" was in fact Bast, a cat like god from Egyptian mythology, though the beliefs had traveled West into his realm in Africa and been morphed a bit along the way.