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A citizen of the United States can refuse to recognize the American government having any authority over him and refuse to pay his taxes. That still will not prevent him from being thrown in prison for tax evasion.
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Why should it matter to Odin, Thor or Gaea if human governments recognize them or not? They were here first. Odin creating humans may not be widely accepted, but it does not make it untrue. And as far as the Thor marvel mythos is concerned it is true. Why should Gaea tolerate humans polluting the Earth because human laws allow it or mess with human legal systems to try and get them to stop? She is the Earth. In a sense, they are poisoning her.
Your points don't really work. You're referring to acting above the law, not if you are bound by it. An individual who is not an American citizen who kills while visiting America is bound by those laws; but on the flip side, if they are not employed in America they are not bound to pay income taxes while visiting.
Thor, for example, cannot just walk into your house without breaking trespassing laws. It doesn't matter if he was "here first" - it's still your home, and your property. Now, you may not be able to DO anything about it (he is Thor, after all), but he is still breaking the law. Walking around and telling people you're the God of Thunder doesn't mean you can take a dump on the White House lawn without someone at least trying to arrest you.
I mean, think about this logic applied to Loki. He can wander around, murdering as many humans as he wants all the time shouting, "Was here first, jerks!"? Or Hela? We're still allowed to stop them too.
"I was here first" isn't a valid legal argument for a lot of laws.
