The problem with American Gods, and especially season 2 as of this episode, is quite simple. The book does not warrant three seasons, even with Neil Gaiman himself adding material. So we end up with episodes that do not advance the plot in the slightest, like this one.
Worse still, I honestly do not see the episodes as following one another. Rather than the continuation, however slow, of a few plotlines, we seem to get random events, unconnected to anything else. Wednesday and Shadow just wonder aroung meeting people with no specific order or plan, forgetting the end of the previous episode. The storylines of the New Gods are even worse and seem completely incoherent, despite a few good scenes, such as the introduction in this episode.
The pity is that the show does not lack intelligence, it has fine acting and some great dialogue - which is however without much context or purpose. I mean, there are a lot of reviewers here complaining because of a dialogue scene where the black gods list what is wrong (well, some of what is wrong) with modern america. The scene is not exactly profound, but it is spot on, well acted, and you can imagine just what kind of people have a problem with it. But even so, it doesn't follow previous events - Bilquis just goes into the funeral home and starts talking with Anansi and Thoth about this and that, ending up discussing racism and how this means (according to Anansi) they must take part in the war? Huh? I felt they just tried to include it without actually fitting it in.
All in all, American Gods tries to be intellectual, but often ends up a bit full of itself.