His war on gods to me is derivative of a very nacisist personae. I never saw in the history of religion a single "God" (focus on capital) that doesn't preach order, for instance. To me, Euron is a really smart, esoteric, narcisist and hedonistic guy. Very powerful combination for a chaotic player. IMO, that would be absolutely on his character to help Dany sit on Iron Throne just to, the second after "humpf, nevermind, not fun anymore. I'll antagonize you now".