This story is actually credited to Homer, as adapted by Lob and Pichard. The Ulysses piece is tied to the Greek time period, but the gods are presented as groovy futuristic aliens. Zeus in particular bears a striking resemblance to Kirby’s New Gods. Athena’s half bustier doesn’t seem particularly wise, though.

(Heavy Metal issue #10, January 1978 – Page 20 Ulysses by Homer, Lob and Pichard)