The Heavenly God Plane was an ethereal plane, which meant when Gods went there to battle, they'd leave their mortal shells behind in the real world.
It wasn't necessarily a bad thing. The soul of a True God was effectively their true body, so a physical shell could be considered a limiter for them.
However, it was still necessary, because until one reached the highest levels of True Godhood, one's soul wouldn't have the capacity to exist without a physical vessel for a long period of time.
After all, souls were fragile. No matter how much power they could output, what was the point if they could be shattered in one or two attacks?
There were several protections every God would take when they entered the Heavenly God Plane. Their physical bodies couldn't stay unguarded, and if they were injured, the damage would rebound onto their souls as well.