We know Greek and Norse mythology because monks and priests kept them.
The same thing happened with art and architecture as Bernardo says.
Even in America, at least in Spanish America, native languages and culture were preserved while paganism was combated. Fray Bernardino de Sahagún, a Franciscan priest, learned Nahualt and translated many texts.
The same happened with the Incas, that is why there are works like "Hanacpachap cussicuinin" Hymn to the Virgin Mary and the first polyphonic work in America, written in Quechua.
Pagan religions were fought, but their art and culture were preserved, then they knew how to differentiate one thing from the other. Why should it be different now?
Ancient Egypt, yes, they made great architectural works: temples, necropolis, pyramids, etc. You can affirm that and at the same time say that their religion was false, pagan and they worshiped demons. One thing doesn't negate the other.