Elfear:
Roleplaying is fun, and not bad, so long as you keep it that way. You can make it bad, depending on what you do in game... Adult games, namely.
As for multiple gods, it is a game, and I think that as long as it stays in the realm of another world, whatever theology you have in that world is fine.
Like Star Wars... there is no god in Star Wars. Is that bad? No! Because Star Wars is fantasy. Fantasy is basically a "what if," not a "this is."
So what if you take the game too far, and start killing rats in sewers IRL? This is bad. However, that makes RPing bad only as much as fat people make food bad.
edit: removed redundancy
The one thing I might mention at this point, is that I don't believe they say there isn't any God. They just don't dwell on it. I'd say from mention in books, they do have various religions in the "expanded universe" No mention as to how those religions work. If you read some of the newer books, the Force takes on a whole new aspect. The Force is changed in perspective, neither bad nor good. Balance is sought and anyone can use what was formerly the dark side, but now they are able to use it based on their actions. I'm likely not explaining the impact that well, but the over al ideas are very new age. The star wars movies are very new agish to begin with, but the books take it to an all new level.
Yes it is fantasy, but they mix in other elements that are subtle. Is it with intent? Perhaps, perhaps not.
As a christian, another perspective is added. Just as a child is unaware of the world, so is one who is without truth. While a christian believes they know truth, one who has never seen truth can be confused by the various lies out there.
My concern is by saying fantasy is ok as long as it is fantasy, that may be lost among the other lies.