To build on this you've got two different concepts:
1) You absolutely have to keep worshiping the old gods in the old ways. No God left behind.
2) You can bring in new Gods; sometimes they will be absorbed into the existing pantheon, sometimes they will be stand alone. This doesn't always happen (Bacchus cult gets suppressed for being disruptive) but usually it does.
What this means is that there will be some tolerance of evil gods and it's more likely to happen so long as they are traditional and don't get out of hand. If you have always sacrificed two slaves to the cult of Bane every high holiday since time immemorial then fine continue - in fact it would be more impious not to - but don't make it 4 or try to do it more than once a year because that's innovation