All of the gods I have read about seem low level - even having physical bodies.
Some of the higher devas are referred to as gods but they are often much more refined
Deities typically manifest to our categorized experiences as layered, though their original cults may have been in fact more based on a materialistic sense of the world in terms of natural forces. Later philosophical developments fertilized the ground for deeper and more complex contemplations and speculations.
An example of layering, or emanation of deity, if we consider the perspective of Plotinus, we can take the original Form or Idea of Love as a universal principle which is a hypostasis of the Creator, or Intellectual Principle which divides an attribute from itself into a category. This Love, called Aphrodite is said to be the original Soul whose expression is simply to contemplate the Divine Intellect, yet she further emanates into the lower spheres as the Aphrodite who rules over the activities of marriage, procreation, carnal affection, etc. In terms of bodies, the Heavenly Aphrodite cannot be said to have anything to do with corporeality, whereas the second informs corporeal reality via its impulse to generation. She is better thought of as a Ray, any sense of corporeal manifestation has more to do individual perception, though this could be translated by mass affection to a body of worshippers.
Religions need a lot of defense
But really from what? A moral evaluation that may in fact have it's natural root in ...religion?
What if the gods really exist?
It is one of the ultimate classic metaphysical questions for which there is no purely objective answer available, assuming that there is really any such thing as objectivity at all. We can say the answer is subjective and leave it at that, concluding that deities and even God Himself are aspects of a deeper experience of existence against which we are mirrored - or are mirroring. But no matter what we are drawing a line somewhere in order to maintain a sense of cognitive stability in the face of the Unknown, or more aptly, the Unknowable. Put more directly, I cannot say that I know that anything exists outside of my own mind - my senses, my typing this, the notion that there is a reader or all the objects all around me could be pure illusion in which case I am all that exists, which would be a pure paradox since this perception of existence is nevertheless relational to the objects around me against which I posit myself as "I".
Occasionally I and others "see" sea gods intervening with humans
Though I can say the same, if put to the question I would have to admit that this is purely phenomenal and filtered through conditioned prejudices, many of which operate unconsciously. All of this points to
maya, no matter how pure my contemplations may seem to me. But back the prior point, I would prefer to say that gods exists and that they interact with material beings for the sake of our development into higher spheres. Nihilism, which is the ultimate projection of human reasoning, is basically useless when it comes to action in the world, however transitory and relational that world may seem.
So, as to the OP's original concern, I would say pick a god and join the team, but take care to study the attributes of that deity and learn to discover how this suits needs and aspirations. Race and ethnic background merely pose a problem of one's sense of authenticity, which is an existential delusion - replace it with sincerity and have a go. Also, a good study of comparative religion with an eye towards philosophical operations (to include magic and mysticism) can only enhance one's experience.