A decade ago, I used to play a video game series called Zeus: Master of Olympus and the companion game Poseidon: Master of Atlantis. There wasn't anything particularly exceptional about these games...they were civilization builders set in ancient Greece. I think what really made them fun for me however was that the gods would show up and walk around your cities doing both good and bad things. For example, if Dionysus was mad at you he would show up and lead some of your citizens away but if you built him a temple, he would make your grapes grow faster (which would then be made into wine, of course).
I believe this very much mirrors what happens in our world. When you provide a sacred space for the gods, they can come to that place at will. A dedicated space provides two things to the gods: energy that provides them spiritual sustenance and a physical location in which to dwell. A sacred space is an anchoring point and gives the deities a place to go. For instance, I have lived in San Antonio for 14 years now but there are still parts of the city I haven't seen. While I can get in my car and drive anywhere I want in this city, there are parts that I have not lived in, had friends near nor were there any shops or restaurants nearby. So, while the potential exists for me to have seen every part of this city, in truth, if I've had no reason to go then I probably haven't seen it.
The same is true for the deities. While they can go pretty much where they want to, if they don't have a reason to go, they may not have been there. By creating a sacred space, whether it is building a temple to Dionysus, or creating an altar for Nana Buruku in your kitchen, you provide them a destination and give them a reason to come.