Thinking as someone living 2000 years ago, why wouldn't this have existed infinitely into the past as well as the future?
I would say the anchor in all this will always remain that Epicurean physics tells us that nothing has eternally the same existence except atoms, and that the universe as a whole has nothing outside it or above it which created it. There was never a "first" moment in the universe.
I expect they would say that the same processes which are going on now will have been going on eternally, so in that sense it would be concluded that the class of deathless beings, which are a part of that process, have been around forever.
Now as to any single deathless being having existed forever and not having a beginning, I would tend to think that the Epicureans would not have thought that likely. My best guess at the moment is that they would see the *process* of atoms coming together, and eventually deathless beings resulting, would have been a *process* that has been repeating forever. As a result, a class of beings which are deathless has existed forever. One question that might arise would be "Well if there is new ones all the time does the universe fill up with gods?" To which the answer would be "no" because the universe is infinite in size, and there are not *new* atoms being generated to create gods -- that would be part of the "flowing atoms" theory - the deathless beings make use of existing atoms.
I think probably the biggest stumbling block to clear discussion about this is that we have to totally eliminate the possibility that there was ever a *first* anything, except in a particular locality and particular slice of time. From a "universal" perspective, whatever processes are going on today (which means they are possible) have been going on forever, and there was never a 'first' anything. *That's* pretty hard to get one's head around, but no harder than to get one's mind around that there *was* a first. The idea that there was a "universal first" is religious conditioning, not validated by neutral observation of nature.