The discovery of the black swan is an imperfect analogy. The swan always existed to be discovered, can be perceived through the physical senses, and has some impact on human life (however small), so now it is acknowledged as part of a shared reality. Whereas a god (or multiple gods?), if it even exists, is often believed not to be perceivable through the five senses (i.e. god is invisible, non-talking, and so forth) and having no impact on our lives, so why would we even care if it exists and why would we acknowledge it as part of our shared reality?