Even Upanishads speak of rituals related to anya devathas. Then why we should not do it?
The Upanishads never speak of rituals related to anya devathas because their aim is only to teach us about the swaroopa-roopa-guna-vibhuthi-iswaryam of Brahman Shreeman Narayana: who is Para-devatha. The Vedas pUrva-Bhaaga speaks of various rituals related to various devathas. But he who studies the Vedanta (Upanishad) realizes that even those rituals are in fact means to worship only Shreeman Narayana: because the antaryAmi of all devatas is only Sriman Narayana: and the demi-gods are only agents in giving the results. Only Sriman Narayana: gives the result in all the rituals. But he who does the rituals as mere worship of anya-devatas without the knowledge of Sriman Narayana: and satvika-tyaga, never gets elevated to aspire for liberation. The anya-devata worshiper only experiences the evil-samsara. It is a sin of highest order to even think that Sriman Narayana: is equal to any anya-devata. Sriman Narayana: is unparalleled and unsurpassed supreme self.
