Odysseus' relationship with these two particular gods could be described specifically as close, devoted, and friendly.
In regard to Athena, as the goddess of war and wisdom, she frequently appears to Odysseus when alone to reveal her will for him, but she talks to him as if they are old buddies. Perhaps this positions Odysseus as a little higher than the rest of the human race for the reading audience as they shape perception of him.
In terms of Zeus, Odysseus prayed to him and cited him as the one who had all power to fix the situation or drop his hand should he find need to discipline Odysseus. Odysseus worked to obey and worship Zeus.
Both gods assist Odysseus and Telemachus in killing the suitors. Without their help, the two men would have surely died. This tale may have a purpose in demonstrating power in relying on the supernatural.