Question: What is up with the Finnish gods getting demoted from actual gods to folk heroes?
What is up is the great bane of European mythographers everywhere: euhemerization.
Euhemerization is the process by which mythology is "downgraded" to folklore, and then to "forgotten history". The term's named for the late Greek historian Euhemeros, who was the first to advance the theory that the Greek gods were once human heroes who were deified over time. Pure euhemerism is the result of the theory that all gods worshiped by humanity have their roots in ancient folk heroes or heroic historical figures, whose stories of actual historic events were magnified and enhanced over time until they became considered gods and humanity forgot their humble roots.
Whether or not humans have ever had gods that were purely divine figures rather than deified humans is of course up for debate. You'll find scholars who believe that humanity has an essential need for deities and has always been creating them to explain the universe and provide them with a religious framework to understand it, and scholars who believe that humanity merely magnifies itself over time and that the roots of all religions are in ancient history. Euhemerism isn't a particularly popular theory for modern mythologists (at least, not in a universal this-is-where-all-gods-come-from way), which is why it sounds so funny to us - in fact, Scion's entire premise excludes the very idea, since the gods and Titans being separate divine beings that can grant their ichor to their children is necessary to the foundation of the game.
Euhemerism is a neat philosophical concept, but, as with so much else in history, old-timey Christians heard about it and then things got out of control. During the centuries when Christianity was most aggressively converting pagan Europeans away from their indigenous beliefs, euhemerization was practiced aggressively as a means of explaining away and devaluing other religions' mythologies and deities over time; Christian missionaries and later the first few generations of converted locals themselves explained that the indigenous gods were just silly overblown stories of things some ancient king or hero did, not really stories of divine powers at all. The pagans were foolishly worshiping their own ancestors in a misguided belief that they were gods, while it was self-evident that there was only one God and these were obviously stories of the exploits of mere mortal men.
Finnish mythology got hit very hard with the euhemerization stick. Christians told Finnish people that they spoke to, conquered or ruled that their indigenous gods weren't really gods; they did it for so many years that the Finnish people who were rapidly converting to Christianity began to believe it, and told it to their children and so on. Stories of the gods' magical exploits were softened, their abilities and actions made less divine and more prosaic. And many of the people who wrote the myths down were Christian writers as well, who intentionally included their own take on the stories along with what the pagan Finns said.
Now, this isn't all something we can blame on Christianization, of course. Some mythologies naturally lend themselves to euhemerization more than others, simply by virtue of gods taking human-esqe actions or stories focusing more on human emotions and interaction between gods than giant magical events. Some mythologies actually do grant their gods apotheosis origins rather than cosmic ones, deifying mortals who do extraordinary things within the framework of their religion, which can further muddy the waters. And some mythologies simply have blurrier lines between heroes, spirits, deities and other magical creatures than others. Every mythology comes from a different culture and thus has different features and themes, so there's no way to treat them all as if they have the same basic framework (try though Scion might). Finnish myth places a greater emphasis on wildlife and overcoming the natural world (usually with tools or moxy) than some other cultures' gods do, which makes it easier to view its main actors as historical or folkloric humans rather than deities if you're so inclined.
So really, Finnish mythology as we know it now is the result of centuries of euhemerization, confusion and dilution of oral and poetic traditions. It probably still contains a lot of its original stories and ideas, while other parts have been altered, humanized or forgotten. This tends to happen with a lot of mythologies, so Finland's not unique in it at all; in fact, northwestern Europe in particular does this all the time, and the Aesir and Tuatha have both been heavily euhemerized over the centuries as well, the former patronizingly described by Snorri and Saxo as mortal kings worshiped by silly pagans who couldn't tell the difference between gods and men, and the latter so thoroughly humanized that some scholars are still fighting over whether Ireland ever had gods of its own.
They're not as "demoted" as some pantheons, and their demotion is really just later humanity forgetting or misunderstanding what it once knew about them. For Scion's purposes, the Finnish gods are as divine as any other pantheon, and as ready to be awesome and divine in your stories.
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