Because mankind had no model but their own bodies, as to what the bodies of their imaginary supreme entities would look like. In the later epochs, closer to our era, the supreme overseers have come to be visualized as entities which are unseen, unheard, incomprehensible, distant, and omnipotent, because human reasoning in the meantime has started questioning the idea of an unseen, anthropomorphic, and at the same time an abstract god living amongst his subjects.
An imaginary divine realm up there as the abode of these invented beings was a face saving solution for the inventors (human beings): These supreme entities could not be not seen or heard because they don't share the same physical environment with the mankind, and they only communicate via the persons they choose. I call these intermediaries interfaces and/or modems, who are known by the populace as messengers or prophets. That's all there is to it.
