I'm not sure what, but:
Something about these really disturbs me.
Maybe it's the blondeness. Seriously, why are they blond(e)?
Maybe it's the fact that Athena's dressed like a man. Maybe it's Zeus' loincloth.
Maybe it's the idea of playing with five-dollar plastic Greek Gods.
(Also, I personally would want a Hera before I would want Diana or Athena. ... what?)