I'm thinking other Engwithans could have, especially those who would gain from creating a pantheon or from casting off the old one. I mean look at Thaos in the sanitarium. He lead that one researcher astray for his own purposes of revitalizing Woedica. Who's to say he or someone like him didn't do something similar to the Engwithans? Are you familiar with 1984 and how the memory hole thing worked? It could have easily been the case that someone needed a more convenient set of gods and needed to do away with the old ones that were getting in the way. I mean they were created for a specific purpose of controlling people.
A decision could have been made into creating a new pantheon before the research into gods started when someone realized they could create a god-like fascimile and by necessity any existing gods would have to be obscured.
I mean you don't have to look any farther than real life to see what kind of power you can get if you decide to make up a religion for whatever.
Of course this is assuming they really had the ability to see gods they didn't make. They could have failed but because of illusitory superiority just assumed that not finding gods meant there were none. I mean in the real world, trying to prove or disprove the existance of God is like trying to study the sky with a stethiscope... you're doing it wrong. It could be that the wheel was all they found because that's as good as the tools they had would allow them to find. You can't see bacteria with only a +1 pair of glasses; you need real magnification that.
If you look at the game, there was a strong theme of mystery and people not knowing the truth to anything. It would certainly fit that theme if even the plot essential characters like Thaos and that elf woman had incomplete knowledge or were purposefully mislead. It could very well have been such knowledge of the gods being fake was slipped loose because there could have been another faction that wanted its own set of gods and wanted to be running the show. If people lost faith in the made up gods, you could reveal a set of "elder gods" you yourself created.
In the end, some of it is also looking at the real world for inspiration. People will go a long way for power and quieting voices of dissent goes a long way. Thaos is a repersentitive example of those who would do anything to achieve the power they want.