It looks to me to be rather clear that what is being said ("myths are not evidence for Zeus") translates roughly to "myths are very weak evidence for Zeus, and so my beliefs are changed very little by them". Is there still a real misunderstanding here?

You are making a mistake in reasoning if you don't change your belief through that evidence. Your belief should change by orders of magnitude. A change from 10^{-18} to 10^{-15} is a strong change.

The central reason to believe that Zeus doesn't exist are weak priors.

Skeptics have ideas that someone has to prove something to them for them to believe it. In the Bayesian worldview you always have probabilities for your beliefs. Social obligations aren't part of it. "Good" evidence means that someone fulfilled a social obligation of providing a certain amount of proof. It doesn't refer to how strongly a Bayesian should update after being exposed to a piece of evidence.

There are very strong instincts for humans to either believe X is true or to believe X is false. It takes effort to think in terms of probabilities.