As a roman catholic christian since birth, I am offended that Jesus Christ ISN'T in. Not only that, Lovercraftian mythology is a fictional mythology for his stories, not a religion that people have followed for centuries. What's next - Lord of the Rings mythology (you know what, that sounds awesome, do it too!)? The Abrahamic Pantheon (Judaism, Christianity and Islam) is long overdue.
"But Jesus would be boring. What would he be able to do? How would God/Allah/Yawej/Elohim work in the game?"
I don't know, that's the developers job. God doesn't really need to appear since the "powers" of people like Moses or Jesus come from God, not them, so He would always be present in the people of the pantheon. Seriosuly, just imagine Moses Ultimate be "The Plagues" and the whole map gets affect by it! And you don't need to just do Jesus, Moses or prophets - there are tons of angels and demons in this pantheon that could put their differences aside to join Smite, namely, Metraton, Gabriel, Michael, Raphael, Uriel, Lucifer, Lillith, Beelzbulb, Asmodeus, Ziz, Leviathan, Behemot and so on. So much unttaped potential. Don't be afraid to offend people - usually those people didn't even play the game before that.
P.S: Mesopotamian and Zoroastrian pantheons when?