Jesus hitch-hiking, eh? Hmm. Perhaps I should go reread the book again for minor details like that, though I expect I will still be unable to properly connect to Shadow and Wednesday's stories. (American Gods was an extremely strange book for me to read, because I kept wishing Gaiman would give up on the divine war thing, walk Shadow off-stage, and write a whole book of short stories about various gods who came to America and how they survived and what they did next.)

Anyway, you're right that it makes no sense for the major religions to get involved in Odin's plotting, but it felt... I dunno, I could never figure out why nobody even mentioned them, really, or why Shadow never asked about them. I would expect that upon being told that gods are real, most Americans would ask about Jesus, and then maybe about angels and saints and demons and the Devil, because Christianity is the dominant faith in this country. Then again, Shadow struck me as amazingly passive and incurious about a lot of things (YMMV), so perhaps it's not so strange for him to avoid the issue as it would be for other people.