Explanation: In pre-modern polytheist faiths in general, but Hellenic religion in particular, there is a tendency to adopt the gods of one's neighbors - or rationalize them as the same god under different names. To the Romans this was the Interpretatio Graeca/Interpretatio Romana, depending on what time and cultures you're discussing. To the Romans, the gods were the same all around the world, just worshipped and seen differently. This made it very easy for Romans to spread their own practices and to adopt the practices of other faiths - Roman gods usually had many epithets representing their varying aspects (MARS SILVANVS for Mars as god of the woods, for example), so to tack on a provincial name was no problem at all - MARS LENVS was both Lenus, Gallic god of war, and Mars, Roman god of war; the Romans saw no contradiction in it.
Furthermore, to the Hellenic faith of the tradition practiced by the Greeks and Romans, correct belief ('orthodoxy') was of secondary importance - correct ACTION ('orthopraxy') was what was vital. Usually envisioned as 'paying the proper respects to the gods' rather than a united moral code.
On one hand, this is a very tolerant outlook, and that is commendable. On the other hand, it could lead to some curious ideas about other faiths - ranging from the eccentric (equating Wodan to Mercury because they're both traveling gods) to the outright offensive (asserting that the God of the Jews, YHWH, was just IVPITER CAELVS, Jupiter as envisioned as the sky itself, since the Jews didn't and don't make idols of their God).