Krishna says that a person in the mode of goodness worships the demigods, but He also says that a person in goodness is enlightened (Bhagavad-gita 14.11) and sees things in their proper perspective (Bhagavad-gita 14.17). Why would someone with a spiritual vision worship the demigods?
In the Bhagavad-gita 3.10-12, Lord Krishna explains that the Prajapati created all creatures with inherent sacrifice and that we should gratefully acknowledge the gifts we receive from Krishna’s representatives. To do this is to act in the mode of goodness.
Of course Krishna consciousness is transcendental to material goodness and therefore a serious devotee offers gratitude directly to Krishna.