This is not an answer to your question as it is an address of the presuppositions undergirding it.

You ask why Christian Europe dedicated so much to the "Old Gods," but this presumes that (1) Europe was Christian and (2) the things named after the Old Gods were named by these Christian Europeans. I'll address these each separately.

On the first point, it is a matter of scholarly debate how Christian medieval Europe was, at least in how we conceive of someone being Christian. This may seem like an absurd statement, but it comes to us as the product of increased focus on cultural history in the mid-20th century and attempts to understand the efforts to reform Christianity by both Protestants and Catholics in the 16th century. Scott Hendrix is the one to first argue for the Reformation as Christianization, working primarily from how reformers in the 16th century understood their project to reform the church. While this does not lead Hendrix to the conclusion that the medieval era was one of such superstition that its people should be considered unchristian, he does help us see how much of the Reformation (both Protestant and Catholic) was an attempt to cause Christianity to penetrate vast swaths of the population. E.g., when you have English reformers surveying the countryside and realizing that half the priests can't tell you who authored the Lord's Prayer, you start to wonder whether what we we mean when we think of a people as Christian reflects the reality we are describing. All this to say, part of your question presumes that Europe was a thoroughly and homogeneously Christian population, but this is not a commonly held view. While I don't think the naming of things is a good measure of religiosity or lack-thereof, I do think it is worth considering that the problem your question imagines relies on Europe being so Christian that the names of things would be a problem when in fact, it may not have been.

On the second point, not all of these you mention are named by Christians. Again, to my first point, many of the names you mention predate the Christianization of their users, so we are properly asking why the names were retained. Here many of your examples are cherry-picked. For example, days of the week are Christianized in other languages. The words for 'Sunday' in both French and Spanish are derived from the Latin dies Dominicus or "the Lord's day." Likewise, in (almost all) Romance languages, the word for the festival celebrating Christ's resurrection is derived from the Hebrew word Pesach referencing Passover (by way of Aramaic, then by way of Greek, then finally by way of Latin), giving us paschal in English. So, part of your question might better ask why the Germanic languages retained many pre-Christian names while Romance languages did not. Big historical "why's" like this are not easy to answer, but we can at least observe that languages strongly influenced by / derived from Latin are more "Christianized" than others. We could also talk about the differences in their historical connections to Rome, relationships with Roman Christianity, etc, but here we would run into realm of excessive speculation. For now, let us stay safely in the realm of observing how different languages are different. Some things in history are different, and there isn't always a grand reason.

When you refer to animal names, are you talking about their lay names or their scientific ones? Lay names come from all over the place (consider that the French word for fox, renard, comes from a medieval story about a fox, the Roman de Renart), and apart from statistics demonstrating they came from "Old Gods," I'm not certain there is anything remarkable to explain. Scientific names for things goes back to Carl Linnaeus, and as a good Enlightenment figure, continued a humanist tradition of looking back to ancient Greece and Rome for inspiration. Latin and Latinized Greek names took preference; hence, arachnid coming from the Greek word for spider. It's not being chosen by 18th century Europeans because it is a name for a god but because it is a Greek word for the thing, one which just so happens to also be the word for a god in Greek (and let's be clear: Arachne is not a god but a mortal cursed by Athena, who turned her into a spider for thinking herself a better weaver than the goddess). In either case, the explanation here is more mundane (literally) than a Christianity vs. Paganism perspective. Languages are complicated beasts, and as fun as words are, they shouldn't be over-analyzed.

Sources // Further Reading

Peter Brown. The Rise of Western Christendom: Triumph and Diversity, A.D. 200-1000. 10th Anniversary Revised Edition. Malden, MA: Wiley-Blackwell, 2013.

Euan Cameron. Enchanted Europe: Superstition, Reason, and Religion, 1250-1750. New York: Oxford University Press, 2010.

Scott H. Hendrix. Recultivating the Vineyard: The Reformation Agendas of Christianization. Louisville and London: Westminster John Knox Press, 2004.

The Reformation as Christianization: Essays on Scott Hendrix’s Christianization Thesis. Edited by Anna Marie Johnson and John A. Maxfield. [Spätmittelalter, Humanismus, Reformation/Studies in the Late Middle Ages, Humanism and the Reformation, Vol. 66.] Tübingen: Mohr Siebeck. 2012.

Popular religion in Germany and central Europe, 1400–1800. Edited by Robert W. Scribner and Trevor Johnson. Basingstoke: St. Martin's Press, 1996.