Because they are all imaginative constructs of the human mind, and therefore although fundamentally grounded on similar ideas, are perceieved differently :) Take Greek Mythology for example.

Artemis, Hades, Poseidon, Ares - these are all deities which the greeks worshipped. On the other hand, you have the romans who also worshipped these deities, but perceieved them as Diana, Pluto, Neptune, and Mars respectively. In which case, they become different entities altogether, despite also being the same.