He Ao indeed did great things in the Historical World, destroying the plans of the Divine Being and a God-pretending Evil Spirit, not merely 'influencing' the development of events, but 'deciding' their course.
This event also affected the blizzards across the entire northern region.
Even if no group formed in Rock City to worship him, the stories of his glorious deeds should still spread, across all northern city-states and kingdoms affected by the blizzard, and even reach the south.
Additionally, the tale of him killing the Stonemason should also be recounted in the surrounding areas.
This level of acclaim should be maintained for a few hundred years without issue.
However, the time distance between the Historical World and the present dungeon world is quite long.
Nine hundred years, passing through various wars, and coupled with He Ao having no new 'Divine Miracles' later on, nor any established organization, fading into obscurity is quite normal.