The Atlantis theme has some loose connections to mythology, unlike the 2005-2006 Vikings theme which uses a lot of specific references to Viking lore. Each set includes one Norse mythological creature, including
So why did LEGO use Norse mythology in their Vikings sets? It represents a drastic change as the vast majority of sets lack any historical context. My guess would be that it may have been a geographical decision. Denmark was a huge bastion of Viking activity centuries ago, and this still influences their culture today. If anything it is surprising that LEGO did not create Viking sets earlier.