They are insane. By human standards.

Take Jupiter, for example. She's the Maiden of Secrets, so she does know about the Great Curse. But she can't tell anyone, because she's the Maiden of Secrets. She literally cannot do it. A great many of the gods are in a similar position.

The gods were never intended to run Creation all by themselves - they were meant to have the primordials telling them what to do, trumping their natural proclivities. Now, the Unconquered Sun is supposed to fill that void, but he's stuck playing the Games of Divinity. So it all falls apart.