In Greek myth, it depends on the perspective, take the Trojan War for example where the gods split into two sides, one side supporting the Greek and the other Trojan. To the Greek, the gods supporting Trojan are evil and vice versa, but that's just dumbing it down.
"Evil gods" from a mythological standpoint are Obstacles for the hero, the antagonists but not villains.
Why don't ancient literature potray some gods as being truly evil? Because of fear, they don't want to pissed off the gods out of fear. Then you see some gods, being so scary they only speak their name is hushed tone or use title, like Hades. And some gods never have story to their name, because they are fear itself. For example, Erebus the Primordial Darkness.