although this is true for darkrai and mewtwo whose names are just plays on mew and dark, deoxys is actually related to greek and latin as well. deo- dirived from the latin word mutant or other worldly and xys- relating to the human genome.
Actually, no. Deoxys' entire name is derived from
deoxyribonucleic acid -- DNA.
Additionally, I'll have to step in and say that a lot of the Pokémon are actually based on a variety of
other cultures' mythologies. For example:
Ho-oh: Asian phoenix.
Moltres: Arabic phoenix (the kind that bursts into flames).
Kyogre: Leviathan, an apocalyptic beast of the sea in Judaic mythology.
Groudon: Behemoth, an apocalyptic beast of the sea in Judaic mythology.
Rayquaza: A combination of the Asian dragon and Ziz, an apocalyptic beast of the sky in Judaic mythology.
Zapdos: Thunderbird, Native American mythology.
Jirachi: Implied to have come from the Arabic myth of genies, mixed with the simple tradition of wishing on a star.
The four Regis: Golems, Judaic mythology.
Cresselia: Combination of a swan and Sarimanok, a dream bird from Filipino mythology.
And some are just based on ordinary creatures:
Shaymin: Hedgehog.
And the rest really goes from there. So, really, Pokémon doesn't just derive its legendaries from one base mythology. There may be traits that they share with some of the Greek and Roman deities, but really, their concepts relate more to mythological beasts, rather than human-shaped deities. Yeah, they're worshipped as deities to the people in the Pokémon world, but I really just think that what we're looking at here is more of a coincidence. As in, they're given traits of legendary beasts, and that just happens to correspond with some Greek and Roman deities. (Although, really, a lot of pantheons have pretty much the same sets of gods. For example, every or almost every pantheistic belief has a god of love or lust. Same thing with a god of wind and a god of water. So, really, it doesn't have to be Greek and Roman, either.)
I guess what I'm trying to say is you might be able to have the legendaries correspond to different gods from classical mythology, but I really don't think that's what the creators intended.
And yes, I used Bulbapedia to look up a lot of the above.