Imagine in Epicurus' time, that he was surrounded on all sides by people who believed in the myths and the power of the gods. I can see why he would continue to participate in the rituals for several reasons: 1) because there was pleasure in the festivals, and 2) he would have gotten a lot flak from everyone around him (non-Epicureans) if he hadn't participated in the rituals
I would add a third choice: I am coming to believe that one reason Epicurus took pleasure in the rites, festivals, sacrifices, etc. was that he intellectually recontextualized (sorry, neologism there?) them to coincide with his philosophy of the gods. As Lucretius talks about saying "Dionysus" but actually meaning "wine," Mother Earth but meaning the fertile, productive powers of the natural world. *If* that is the basis for ritual, I don't see any problem. Especially since there groups like Hellenion are trying to resurrect a Greek-inspired practice: