Well, I don't think that the gods are eternal at all. In fact, even Kellhus points out that they aren't eternal at all, since the horizon of their "vision" is "limited" and so he posits that this means that the No-God must, at some point, win.
There are other things as well, but as per my huge rambling threads on souls, I don't buy that the Earwan gods are eternal, or even divine at all, per se. Rather, they are beings of a collective (or collected) subconscious, Hegelian, Geist.
In fact, this is probably why they "hunger" for experience, because they, as a-temporal, cannot experience anything. They just simply are. They are as they are and they are as they have always been, that is, without time experienced, everything just simply is as it is, without a "movement through" time, everything just always has been and always will be, just as it is now.
I have this hunch that if I could get the time to read Heidegger's Being and Time, there would be something in there about this.