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If the gods have their own powers, and the right to use them, why should they have to consult with Zeus before exercising those powers (especially when helping or hurting Odysseus)?
It is part of the gods’ politics. Because Zeus is the “ruler” of the gods and “father” to them all (excluding Poseidon and Hades), it is a sign of respect and a precaution to not get on the bad side of Zeus.