you NEVER EVER heard any mythological story other than christian/jewish/muslim, have you?
gods in polyteistic religions were never omniscient, for example even Zeus, king of gods, had no idea whats going on in underworld...
not to mention, we dont even know what elune actualy is, just bcs we call her "godess" doesnt make her one... she is just powerful, but so are titans and they had no idea what was going on on azeroth (lokens betrayal going unnoticed for example)