I'm going to attempt to explain why the gods think they can see all of time, but are in fact just as deluded as everything else.
Think of eternity.
Imagine that you could represent all of time as the surface of a sphere of infinite size. The eternity-sphere.
Now, imagine the gods have a time-sphere of a certain size. They can hold that sphere in their hand, spin it around, and every point on that surface is a point in time. To them, all of time is the surface of this sphere, and its a static thing, meaning that it isn't growing in their hand. Since the sphere they see isn't growing, they assume they can see all of time - eternity - all at once.
The trouble is, in reality, the real 'real-time sphere' is an expanding thing, and the gods don't see it. So at Eschaton (or whatever time they can see up too), the surface of the real-time sphere, and the surface of the gods time-sphere are the same size. After that, the real-time sphere actually becomes larger - and continues to get larger - than the one that the gods are looking at. At that point, reality, real-time, exists outside of what the gods can see. What they see is really just a static snapshot of time.
It may be helpful, now, to instead think of the gods perception as a sphere that is juuuust slightly larger than the time sphere they are looking at - but they can only see what inside. (Like if you covered a ball in paint, they would be the paint on the surface. Slightly large in surface area, but not much).
Humans, temporal beings that exist only in the present, can only see the the exact time coordinate that they are on. Coordinate x,y,z is the present, and we can't see beyond that. The gods however can see every x,y,z coordinate inside their sphere, and they assume that this is 'all of time'.
But in reality, the real-time sphere that encompasses all of real-time is a growing thing. It expands forever and becomes this eternity-sphere of infinite size. Nothing is outside of it. Once the world shuts - once the real-time sphere becomes larger than the gods - they will no longer be outside of time, but just another mote within the ever expanding timeline of infinity.
Interesting thought - the gods might not notice that reality continues on after them. Before Eschaton, they exist outside real-time, and can see everything that ever happens within. But, since they can only see inside, once real-time encompasses them, they won't be able to tell. I see a couple options here.
They will continue to exist inside the expanding bubble of time, forever thinking themselves masters of reality.
They cease to exist all together
They get stuck on the surface of real-time with the rest of us, existing as we do as temporal being (maybe with a memory that's slightly better than us, but no longer able to see the future as we do).