What are we to make of Euthyphro’s claims about having knowledge of the gods that others do not? He is clearly proud of such knowledge, holds it in esteem, and thinks it the sort of thing a man like Socrates should be glad to share. Given what we have said, can we say more about these statements?
Plato’s inclusion of them suggests that they might be the sort of thing you hear a mantis talking about, which underscores how deeply intertwined they saw myth and prophecy. Plato seems to think little enough of it, but we can think more deeply upon it.
If, as mentioned, the myths have an application in contemplating spiritual matters, in ordering our reflection toward divine matters like justice, than we ought to reconsider what Euthyphro means when he says the myths would amaze Socrates.
If the myth of justice (here and here) illuminates a situation and provides judges with the occasion to contemplate it properly in light of a higher divine order, than the secret myths provide those who know them with other resources for discerning the divine in the operation of the material world.
They would amaze Socrates because they would illuminate the presence of the divine more clearly for him, not simply because they contain so many fantastic and unbelievable elements.