Most likely because the existence of the Celestials don't seem to be much of a secret. Even the Guardians of the Galaxy know about Eson just because they happened to have a conversation with the Collector. I think at some point in their long lives they would have learned of them.

^ adding to that, didn’t Gilgamesh (or Phastos, can’t remember) say that Thor used to follow them around as a kid? If Thor knew about the Eternals, it’s probable that Odin knew too and also knew about the Celestials and the Eternals plan.

Kingo was the one who said Thor followed him around as a kid, but Gilgamesh did say that he knew Odin directly, as he states that he helped him and the Einherjar fight against Laufey and the Frost Giants in the Battle of Tønsberg and that Odin taught him a secret brew recipe. Odin, therefore, also knew about the Eternals and, given Odin's demonstrated knowledge of MCU history, probably also knew about the Celestials as well.

This Celestials = God story causes so many problems that it's going to take years for the MCU to fix them. Or they'll have to retcon it somehow. I have no idea what Feige was thinking when he greenlit this script.

I feel that at some point that both Odin and The Ancient One did learn about the Celestials. But I guess that since they are strong they probably couldn't do anything about them.