Philodemus concedes that “...no one | has been prolific in finding convincing demonstrations for the existence of the gods; nevertheless all men, with the exception of some madmen, worship them, as do we…” (On Piety, Col. 23, Lines 649-656)
I gather from this quote that Epicurus justified some of his theology based on the (then) newly-discovered religious traditions of peoples throughout Alexander's Hellenized, Eurasian empire. That "all people [...] worship them" is an empirical observation made of other cultures, and I have often thought that Epicurus' entire theological platform was an attempt to ground all human behavior in naturalism, and his theological propositions seem to adequately explain the diversity of religious thought that Alexander and others (like Pyrrho) would have encountered during his tours.
I am struck by the first sentiment, that "no one has been prolific in finding convincing demonstrations for the existence of the gods", because ... well, thats precisely how I look at the modern world. It also seems to lend some credence to the non-Extraterrestrial interpretation of Epicurus' gods, that our only experience with divinity is within the continuum of the human mind, and that their "real existence" is moot beyond being an inspiring icon.
Still, even within the context of a kind of dogmatic polytheism, sentiments like "no one has been prolific in finding convincing demonstrations for the existence of the gods" really provide some (as I see it) much-needed nuance to the context and function of Epicurean theology.