I'm not sure they ever accepted she was "a creature of myth". She said she lived on an island, and they call themselves the Amazons. Considering there is the Amazon jungle, and you could technically call the people who live there Amazons, it's not that far of a stretch. They never react in any way like they believe she is somehow mythical. Their reaction seemed more to me like your typical "ok, she's a weird foreigner lady, but whatever, I don't really care." I mean, I knew a guy who thought he could communicate with angels, and while I humored him when he spoke, it doesn't mean I believed him. And if that same guy, suddenly started jumping 30 feet through the air, tossing tanks, and blocking bullets, while I would be shocked as fuck by his abilities, it wouldn't make me think he was actually talking to angels. The two things aren't connected. And accepting that
she believes what she said also isn't that big a stretch. Again, my angel talking companion truly believed it, and I didn't question his belief, that doesn't mean I believed him though.
The only one of them that was actually buying her story (at least partially), was Steve. Because he had seen far more things that were unexplainable than they had. The stuff with the mist shield over the island, feeling the lasso of truth forcibly punishing him if he tried to lie, etc. The others, just saw a gorgeous woman, who acts a bit weird, do some physically incredible things.
Now, if they still were skeptical after seeing her float in the air, battling a guy who summoned metal to his body, and shoot lightning from her hands....well they'd still be acting appropriately, because it could just be someone like Superman, who is just simply an alien, and not a god.

Sadly those lines get so easily blurred in DC, that "sufficiently advance technology viewed as magic" is par for the course for the setting.