The avatar spell can allow them to interfere in the affairs of the mortal realm directly, but they can't be like how they were when they first came to God's Domain. They can't follow Warshaw about without any costs anymore. They certainly can't go about the tribes converting the people into believers themselves. That's why they have to rely on their Oracle and their mortal army.
Now that they have sorted that out, the next thing they focused on was creating divine weapons. It is just right that they focus on forging divine tools after they were done with forging mortal ones.
They can buy divine weapons from Gemmis, but the weapons are tier 2 at best. So if they want stronger weapons, they have to be able to make them themselves or find them somewhere out there.