Nazis and Norse Heathenry

Isn’t a “and that is how we(or at least our nobility) are connected to our pantheon” clause far more the rule than the exception in mythology? Monotheisms play a bit differently, since they have to account for the existence of all of the people without positing a whole bunch of extra gods; but still tend toward a “and this is how we(or at least our nobility) have a special relationship with our deity” clause somewhere.