Capítulo 417: No More Celestials.

That attack that Helios produced which tried to split the plane in half is enough for them to know that Helios is as powerful as a sovereign of law or a Celestial. They can't do anything to him. In fact, they are not safe from him. They can only hole up in their divine kingdoms like Stelios if they want to be safe. Only a Celestial can keep themselves safe from him.

The god of knowledge stood up and asked, "On behalf of all the grand gods, we will like to know if it is allowed for us to ascend and become Celestials."

There's something they can do but it is the trump card of the gods. They are not willing to use it yet and it isn't even certain that it will work on Helios. They would rather invest in something with more certainty. Something like ascending and becoming Celestials.