With Delphyne still trapped in her cursed guise, Athena still lives even after the end of the Chaos War, although with Zeus and Hera's restoration to high power, she is no longer the Olympian Godhead.
Even though Delphyne remains trapped in her cursed appearance and Athena endures after the Chaos War, with Zeus and Hera reinstated as powerful figures, Athena does not hold the status of the complete Olympian deity anymore.