I suppose it IS possible that Satan tricked them, or rather, just didnt tell them the whole truth- since it was true- those holy sports WERE able to shed them of their bodies and dark sides so that they ascended into heaven as pure and spiritual beings- but he DIDNT tell them, that the process did so by splitting them into two beings each, with their "dark sides" remaining on earth.
Now, I dont quite recall, but each of their "throne rooms" as it were, each of their lairs, was one of those holy places no? I just dont remember how the God Mask came into the picture. They never really explain how it comes to be or why defeating the lords gives Gabe the pieces.