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When the gods join our presence they are shaped in terrifying ways, the first thing they mention uppon meeting a human are "fear not..." Or "close your eyes,mortals are not strong enough to withstand my appearance"
Why can't they just take a more familiar shape ? Why risk being perceived as devils or scaring to death children and induce uncontrollable vomiting in adults?
The Gods are beyond our ability to fully comprehend. Though they manifest as perfect beings in all regards, our lack of ability to comprehend their perfection results in a form of temporary insanity. It is only through the lens of insanity that we can perceive them at all and not simply perish.
The practical upshot of this is that people perceiving a God do so though a miasma of their own fears and phobias. As a result, the god though perfect in all aspects appears as a nightmare to the mundane viewer.
If a being can be said to be supernatural, they have aspects that go beyond the known scientific observations humans have ever made, or are even able to make. They transcend the known "laws" of nature. Because of that transcendence, maybe in your story the gods' form of communication don't work with our limited brains.
Compared to a computer, the human brain's input/output speed may be relatively slow:
Moscoso del Pradon uses his method to determine how much information the brain can process during lexical decision tasks. The answer? No more than about 60 bits per second. Of course, this is not the information-processing capacity of the entire brain but one measure of the input/output capacity during a specific task.
Source: https://www.technologyreview.com/2009/08/25/210267/new-measure-of-human-brain-processing-speed/
So, there's a potential for neural overload when a potentially infinite being makes contact. They must decelerate their own (potentially infinite) thinking speed and communication speed to match the system they're connecting with.
Depending on the nature of the gods in your story, they may not wish to be encumbered by such inconvenience, leading to another possible way to communicate:
To be able to qualify as "supernatural" it is possible the gods occupy or exist within different dimensions than what humans exist within. A four dimensional being could enter and exit a locked room with you inside it, and do so from more than one direction at once. They could warp space and time with ease. They could remove you from a locked room just as easily as they could remove the locked room from you.
Take this possible scene from Flatland, which Carl Sagan paraphrases in his book Cosmos:
Let us imagine that, into Flatland, hovering above it, comes a strange three-dimensional creature which, oddly enough, looks like an apple. And the three-dimensional creature sees an attractive, congenial-looking square, watches it enter its house, and decides in a gesture of inter-dimensional amity to say hello. “Hello,” says the three-dimensional creature. “How are you? I am a visitor from the third dimension.” Well, the poor square looks around his closed house, sees no one there and, what’s more, has witnessed a greeting coming from his insides: a voice from within. He surely is getting a little worried about his sanity.
Source: https://www.organism.earth/library/document/cosmos-10
In your story, if gods exist in higher dimensions (or planes) than humans, they can do other creepy things like see all of the insides of your body at the same time as seeing the outside. They can experience your own thoughts at the same time you do, and they can also move themselves back and forth in time, just as easily as you could roll over in bed.
The gods' potential ability to do this (while also watching all of the cosmos from every angle all at the same time) is bound to produce imagery that makes no sense to a finite human brain. Even a tiny shred of that imagery shared in a brief moment of transparency would be more than a lifetime of memory. Plus...
Yeah, that's right everything. They know what you ate last summer, on July 13th, and who you were with when you ate it.
To be omniscient is to know all things about all things: all people, every subject, and every thought, as well as knowing literally everything that goes on everywhere, and why it's happening the way it is. This is a corollary to being multidimensional--if a god has infinite mobility throughout all space and all time, they could physically position themselves at a vantage point in every millimeter of the universe, all at once, viewing from every angle.
That means they could replay your highest ideals, your most repugnant thoughts, your greatest achievements, your most horrible failures; anything and everything in between, and you'd have no way to avoid their knowledge of the topic.
If, in your world, the gods decide to use shock value to get your attention, I'm sure that revealing that they know your deepest, darkest secret could instill a genuine fear.
What does any multidimensional omniscient being look like? One description of the Abrahamic God, YHWH, was of "A smoking firepot with a blazing torch:"
When the sun had set and darkness had fallen, a smoking firepot with a blazing torch appeared and passed between the pieces. On that day the Lord made a covenant with Abram and said, “To your descendants I give this land, from the Wadi of Egypt to the great river, the Euphrates— the land of the Kenites, Kenizzites, Kadmonites, Hittites, Perizzites, Rephaites, Amorites, Canaanites, Girgashites and Jebusites.”
Source: Genesis 15:9-21
This imagery of a torch and a firepot that move about by themselves might be the result of the limited human mind attempting to make sense of a being that is potentially bending the fabric of spacetime itself just to pop in for a visit. While that imagery might not be intentionally scary, it could still be fearful.
These thoughts come back to your idea that the person experiencing such a visitation would be invited to "fear not." If a particular god in your story wanted to reassure a human that that particular god does not want to make them cower in terror or shame--that they're not visiting to exact vengeance or to inflict some of the horrors that omniscience, multidimensional existence, and infinite thought and memory bandwidth can inflict upon your unsuspecting human character--they might need to reassure that character.
So, then the question is "why can't they appear more benign?"
Maybe they're trying to be as honest about how they appear as they can possibly be. The gods in your story might be trying not to hide their true selves. If your story incorporates a god that is honest about everything (including their appearance), that one might be the scariest-looking one of your entire pantheon.
The deities in question are all horrific looking monsters from twisted dimensions beyond human imagination. They've taken familiar roles to feed off faith and worship and sacrifice of humans, but if you see them in person you see their terrible true reality. Some part of pure chaos and the madness of these other dimensions is impossible to hide, and the human soul can sense their terrible nature.
What you've said about Gods is not really true across the board.
Zeus took many forms including small animals like a swan and an ant.
Loki took the form of a horse, fly, fish, an old woman.
Christ's appearance was obviously not an atrocity.
When God appears in recent movies half the times it's Morgan Freeman! In the series Good Omens God's voice was Frances McDormand.
A whole range of forms can be found.
They are contemptuous of humans.
https://www.poetryintranslation.com/PITBR/German/FaustIScenesItoIII.php#Scene_I
Spirit Who calls me?
Faust (Looking away.)
Terrible to gaze at!
Spirit Mightily you have drawn me to you,
Long, from my sphere, snatched your food,
And now –
Faust Ah! Endure you, I cannot!
Spirit You beg me to show myself, you implore,
You wish to hear my voice, and see my face:
The mighty prayer of your soul weighs
With me, I am here! – What wretched terror
Grips you, the Superhuman! Where is your soul’s calling? Where is the heart that made a world inside, enthralling:
Carried it, nourished it, swollen with joy, so tremulous,
That you too might be a Spirit, one of us?
Where are you, Faust, whose ringing voice
Drew towards me with all your force? Are you he, who, breathing my breath,
Trembles in all your life’s depths,
A fearful, writhing worm?
The main difference is they don't go through the other end entirely - when they push themselves from the divine realm to the mortal realm, they never go all the way through to maintain their god-sized cat-flap portal so that they can leave when necessary.
As a result, their multi-dimensional divine forms are squished through the portal they used to interact with mortals - and they don't dare try to fully jump through entirely, because the mortal realm enforces reality upon them, preventing them from performing divine acts with body parts in the mortal realm - hence, the gods always try to stay partially in, and partially out, of the mortal realm whenever interacting with humans.
The gods may be able to actually present as regular human forms if they entirely enter the mortal realm, but in doing so, lose their connection to the divine realm, and they're not likely to do that for just any given mortal. If they do so, the only way back is to either wait for another god to appear and pull them back through a portal, squeezing them through as they do, or entering as mortals might do via plane shifting, at which point, they begin to reform as they go through the plane shift, and have issues around that, given the mortals around them get to see them liquid-cat their way back into the divine realm.
They don't know how.
These gods are not 'omniscient omnipotent' beings, they are just DIFFERENT beings, from a different plane of existence, and their reality is very strange and bizarre to ours.
In order for them to communicate with us in our plane of existence, they have to manifest physically -- we hear things physically, and so that's the easiest way for them to communicate (or the only way), instead of via something like telepathy or whatever. They manifest in physical form so that they can make the sound waves like we do.
They try to imitate our form, but their existence is so different from ours that they don't really understand what they're doing wrong when they try to. Some bits are inside out, muscles are exposed, but from their perspective they're trying their best!
A god manifesting itself as human puts it in the uncanny valley. No human can look at it without being filled with unexplainable fear.
The god doesn't really understand humans. Sure, it can look at them and play dress up, but it doesn't really get what makes humans human. Just like with the Uncanny Valley in robotics, the god gets creepily close. So close just seeing it fills the humans with terror they can't quite explain.
