Some of the deva realms are actually a very interesting description of what Theravada calls superiority conceit, which becomes more visible when one has entered the stream. In fact, for some, many of the realms will open up after that first ground-breaking insight. Personally, I found myself visiting a plethora of interesting realms. I guess what I'm saying is, keeping things rather down to earth, the realms largely describe many of the mind states you may encounter on the journey. There's no harm in entertaining the idea that they may exist somewhere, but this will always be an internal conception until all fetters have been broken or all bumis exhausted.
One of these superiority conceits concerns being lost in emptiness (arupa ayatana) where the practitioner falls under the pleasantries that emerge from the absence of form-based perceptions and unconsciously asserts that people of the physical world are lowly in nature, thus bypassing conventional reality. Emerging out of those conceits - which can take many years for some - can be quite agonizing and embarrassing, to say the least!
These conceits are not necessarily a lie, they occur directly from what has been known thus far about the nature of reality; they are progressively informative in their own way and in accordance to the temperament of the practitioner.
In answering your question: since the human mind is very complex, so too is the expression of these conceits; hence one can be 'born' into any number of conceited mind states brought on by various deva classifications, and thus determine for themselves a particular social standing that is over-inflated and at odds with conventional reality.
However, the overall theme is always the same: the 'I' conceit. That central figure that appears to be looking out of those eyeballs into a world, when it's only looking at its own internal creations. Therefore, the conceit - or even the fetter - isn't the deva realms themselves, it is the conceit 'I'.