I think the easiest answer to this is that Greek myths could help teach a code of conduct and morality. In Prometheus's case, he took an element that belonged to the gods and gave it to man. He went against the order of things. Actaeon just really kind of ended up in the wrong place at the wrong time, but by doing so, he saw something that, as a mortal, he should not have. Not all of the punishments were violent. A lot dealt with transformation of the individual not honoring the order of the universe (Arachne is a perfect example). As to why honoring the order of things is so important, we can take a skeptical view and say that the elites were trying to control the masses, but I think if we look at Homer we can get a greater sense. In the Iliad, the wrath of the gods was not limited to just a single person; the anger could have dire consequences on whole communities and peoples.