In Ancient Days of Yore

Question: Would you consider World War II an interesting Scion setting if it was done better than Companion does it?

We'd consider pretty much any historical period an interesting Scion setting! While Scion's default setting of modern-day urban fantasy is probably the easiest and most relatable for a lot of characters, there's no reason you couldn't run with a different place and time. If that's what your group is interested in, by all means, go for it!

There are additional concerns when you're running a historical chronicle, though, and the most important is why it's happening right now. If you have gods running around, creating Scions and risking Fatebonds, what's happening right now that's important enough for them to invest so much energy and take such risks? Are all the gods active, or is it just some of them, and how does that affect divine politics? Are some pantheons pissed off that the others are exerting influence on the world without them? Are your Scions undercover, or are they meant to be noticed and to visibly change the world?

The easiest option is just to decide that the breakout of the Titans is happening in 1942 (or whatever other time period you like) instead of in the modern day, and port the entire setting's premise back a few decades or centuries. That way you don't have to invent a different reason for the gods to be active and their Scions to be at large. If you don't want to do that, you could also rely on individual motivations for various gods or pantheons; Companion's idea that the Aesir might be active thanks to trying to avert Ragnarok is a good one, or perhaps the Loa are up in arms over slavery in the eighteenth and nineteenth century or the Aztlanti, starved for sacrifice, are making a bid to retake their lands. Whatever you decide, make sure that it makes sense for the setting and has enough interesting stuff going on to make it a complete story, and you should be golden.

And, oh, yeah, you could also just choose whatever time period you think the original Age of Heroes and Titanomachy were, and set your game back then before the gods withdrew from the world to avoid Fate's machinations. A world in which Scions are not commonplace but also not nearly as rare as in the modern-day would have a very different flavor and set of challenges.

Something to watch out for, however: if you're really interested in a historical setting because you want your PCs to get to play around in that culture and be part of those events in history, you may want to keep your game Hero-level. Scions outstrip human concerns and powers very, very quickly, and a band of Scions at even Legend 5 could probably have shut down World War II with a few savvy moves. History's coolest events are usually (understandably!) very human in level and scope, which means that your Scions need to be near human in order to actually be doing much in and with them. Once they get more powerful than that, they'll be off to the Terrae Incognita of the universe or reshaping history into something to their own liking, and you may find that you lose the flavor of the setting somewhat. That's absolutely no problem if you're prepared for it, because that's what Scions do, but if you're going to be disappointed when they don't bother with French court politics because they can just steamroll their way to what they want, you may want to adjust your power levels accordingly. Legendary antagonists inserted into the setting to keep them challenged will help, but unless you have a very compelling reason nobody can act above human power level, your Scions won't be playing with the little kids for very long.

But really, there's no reason you can't use World War II or any other period in history as a setting for a Scion game. As long as you have a reason for the game to be set there and things for the Scions and gods to be doing, San Guo Dynasty China is as valid a choice as modern Los Angeles.