Troth Glenbeard was a dwarf with a mission. And that was destruction.
From there, things happened. And the Irondeeps got a Subterranean-Transport-System-That-Moves-Things-Around-Faster-Than-Equine-Means (aka, in modern-speak, a subway).
Atheists and agnostics get a jolt when one or more deities make an appearance, and take a direct interest in things. It is hard to deny the existence of gods when one has met them face to face.