Some cooler than others. The magic invoked by the bible and the story of Buddha or the volsung is much cooler than clowns who talk about occult satanism
But if you were to live in a world full of Satanism or full of Bible stuff, which would you choose?
Not if it was first.
Are there any Satanists who judged you for your interests?
Does that matter?
Did Ancient Greece judge your interests?
1.) Humans always judge, the balance of evidence says the Greeks and many others in the classical were more rational and fair than people are today; which is not to say they were fans. Most probably thought it was weird and gross but they did not see it as cheating or abhorrent.
2.) They weren't satanist, satanism hadn't been invented.
The Satanic triad is: liberation, knowledge, power.
That's nice, let's start with the knowledge that satan doesn't exist, magic doesn't exist, reality exists and it is not changed by thought alone.
You can say Satanism was born out of Bible, but it was born to defeat the Bible.
Satanism is on the soccer pitch shooting on its own goal and saying "actually the team with the most own goals wins".
That's not beating soccer, that's acting a fool on the field made by soccer fans. It will never beat soccer because it will always be on a soccer field.
But polytheism existed before Christianity
Polytheism is a category of religion. Satanism did not exist before christianity and the only thing it has to do with pre-christian religion is the same kind of bastardization that it does to christian doctrine.
and good example of that is ancient Greece which had more freedom during its time than Christianity did 1000 years later.
The world is more than religion. Religion is a tumor which can take over fields of philosophy, but not always.
Any enlightenment or freedom the ancients had, it was no thanks to the priests of Zeus or Jupiter (or even Athena). Instead thank Aristotle, Socrates, Plato, and hundreds more in that vein.
Furthermore don't lose sight of two things when comparing the classical period to modern cultures:
1.) Most social structures arose from random chance and ossified as tradition and nurture. Their presence or lack is not necessarily connected with any other development. If you went back in time and asked a tolerant ancient greek why they don't want to execute homosexuals or zoosexuals they would most likely answer "why would I want to in the first place?"
That the stories of the greek religion left no room for blanket condemnation is an accident of history, nothing more.
2.) Some parts of their culture were more rational or liberal, not all. Though they are the precursors of modern western civilization, their various cultures would still be alien to us in many ways.
People who know history know it was a very good thing they won. They may have slavery and blood sport and pederasty, but the other guy was sacrificing children to their evil gods.
The real moral of the story is: Religion is not a reliable guide.