Yes they are supposed to, but the Absolute infiltrated them and established herself as their new Goddess through mind influence, will power and fear. Plus they actually can see and feel the Absolute's power, so it doesn't take much for them to convert. And they remain loyal out of fear mostly.
However there is an imprisoned goblin in the Goblin Camp who is imprisoned exactly because he refuses to follow the Absolute and worships exclusively Maglubiyet. And if you rescue him, he says he is going to find a tribe that actually respects the old ways and doesn't follow a false Goddess.
