They have a "god", Auric Ulvin, who in fact is more "evil" than Mulcarn was, as he aspires to become like Mulcarn, thanks to the precept of Ice/Winter that he inherited from Mulcarn, because what the men remember of Mulcarn is his dreadful reign during the Age of Ice. Auric Ulvin has no idea that the sphere of Ice had also a positive effect in giving the world temporary rests. So, Auric and the Illians want a God of Winter as they see Mulcarn: a destructive and oppressive god.
This attitude is totally conform to the corrupt form of the precept of Ice (=Winter), as it's basically about nostalgia and reactionarism, even if the "good old days" wasn't so good or if you have a totally wrong memory.
And the principal reason for the Grigori to be neutral is probably the philosophy of Cassiel, who not only say that gods have no right to intervene in Creation, but that Good and Evil gods, and their followers, as extremists, are essentially the same. For him, Basium is not much better than Hyborem.