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Dgc1808 said:

He never cared about becoming the God of War, what he wanted was for Athena to remove the memories of what he had done. She didn't, instead she just used him to save her own city. He wanted revenge on Athena for a her trickery.

EDIT: *The Gods used Kratos to get rid of Ares who was becoming a problem for them and they didn't give him what he asked for in return. 

He definetly had a grudge against the gods, even towards Athena, but I don't think his attack on Rhodes was truly a "revenge" on the gods. He just didn't care a damn about the gods anymore.