I had no idea that the Mormons believe such things!
Just from my reasoning it seems that the gods evolved, are born, and are quite smart about being blissful and staying alive. If they, individually, extend back an eternity then they'd have to be a separate class along with atoms and void, which doesn't seem to be the case.
"Immortal" is a perplexing word. I just Googled the definition and most sources define it as "deathless". This has no implication of extending back in time. But to cloud the issue, one online dictionary says "living forever", which seems ambiguous in this regard. Another definition is "one who's fame is lasting". But these are all definitions of the English word, not the Greek.