There are two ways this is typically explained. It is clear that Christian authors - separated from pre-conversion society by several generations - often knew Greek and/or Roman sources and were likely influenced by them. Since pre-conversion texts are rare and there is so much that we do not know, we must take this influence into consideration when seeing similarities.

At the same time, it is absurd to image that pre-conversion Scandinavians were devoid of a belief system and traditional narratives, and that they were simply hanging around waiting for Greek influence to fill the void. A broad swath of cultures from India to Iceland and Ireland show the influence of a common ancestral pantheon that was apparently tied to the Indo-European languages. That's not to say that these similarities necessarily point to the movement of people (that is an extremely complex and controversy-filled topic). Rather, it seems that the pantheon was fully capable of traveling with language and with or without people moving as well.

At the same time, it is very wrong to think of a monolithic Indo-European pantheon that went its way, here and there, and then slowly changed over time. There is nothing monolithic about belief systems. They are typically amorphous, changing over time and place - and even from person to person. Similarities can exist, but differences are the norm. Given all of this, it appears that similar pantheons often with similar narratives diffused over a lot of real estate.

In fact, it is not inconceivable to imagine our Christian Scandinavian writer recording what he knew of pre-conversion narratives and realizing a core similarity to the Greek sources he had been reading, consequently used those similarities as an invitation to "tweak" his writing, to ennoble his text with a splash of the Classical.

That said, at its core, we must look to common prehistoric narratives and beliefs as the reason why so many people had pantheons that were so similar.