In the case of gods we are talking about a wide class that could have very many forms, so long as those forms are consistent with blessedness and imperishability. In the case of "centaurs" that's an assertion of a very specific physical formation that conflicts with our long experience with both humans and horses.
Good point; let me be more general.
Let's use the example of "demons" (as a class). How do I know that the notion of "the gods" is an authentic preconception whereas that the notion of a "demon" is a false belief? For example, what if I were to posit that I have experienced a prolepsis of a being "with a permanent lack of pleasure" and I assign to that prolepsis the word "demon", as a class of perfectly-pleasureless beings?