There's a great reason for that, and it's that after giving it some good hard thought, we realized that geography isn't a very good descriptor when it comes to myths, pantheons, or religions. Referring to Brahma, Lakshmi, and Indra as "Indian gods" of course isn't wrong, since they originated in India, but it's also not necessarily the best way to describe them.
For one thing, geography is always changing, and our conception of different countries and areas of the world today is very different from where they were historically. India is well-defined as a country today, but centuries ago it was broken up into various kingdoms, and different ethnic groups did and still do live in it that are not the same in spite of all being Indian. Saying something is "Australian", for another example, tells us nothing about who originated it except that it's on one of the seven continents - not particularly helpful, and sometimes confusing because it implies that everywhere in Australia has the same cultural history.
For another thing, calling any one pantheon by a geographical name excludes other religions that might be in that same geographical area. The Hindu gods are certainly Indian, but if we call them the Indian gods, we are accidentally implying that they are the only Indian gods, which erases deities of other religions native to India (for example, the gods of the Kalasha). And of course, there are plenty of people in India, both in the real world and in Hero's Journey, who adhere to other religions besides Hinduism, and we don't want to pretend that they aren't there.
And, finally, there are also plenty of places in the world where the Hindu gods are worshiped that aren't India. They have worshipers all over the world, in both our world and Hero's Journey's, so we don't want to imply, by calling them the "gods of India", that they aren't also the gods of faithful adherents in a hundred other countries as well.
So instead, we use the following guidelines when deciding how to refer to a particular pantheon and its religion:
- If the religion has its own name, we refer to it by that name. For example, we would refer to Bön rather than a vague "Tibetan religion".
- If the religion doesn't have its own name, we refer to it by the name of the culture it came from. For example, we would refer to the Yolngu religion and gods rather than referring to them as "Australian gods".
- If the religion has a very common umbrella name, we refer to it by that name if there is not a better alternative. For example, we refer to the Norse gods, since "Norse" is an accepted and widely-known umbrella term for a historical culture in Scandinavia and northern Europe.
So, there you have it. Of the four pantheons currently in the game, we have the Hindu gods, who are using that first bullet point up there, the Greek and Egyptian gods, who are using the second bullet point, and the Norse gods, who are using the third. The Greek and Egyptian ones are a little weird, since they are names for ancient cultural kingdoms but also the names of modern territories, but we figured that it would be a lot of extra unnecessary text to say "Ancient Egyptian" and "Ancient Greek" whenever we refer to them (especially since those religions are quite current in HJ!), so we had to make a slight exception for them.