I am not Nigerian but many Haitians still honour ancestral gods like Ogoun through Vodou but still consider themselves catholic.
Their reasoning is that God is too busy to take care of mortals thus they can provide sacrifices to lesser gods who are closer to humans. It's the same reasoning for other synchretic religions all over the Caribbean and South America like Santeria,etc..
I would be curious to know as well if it is the same dynamic in the original religion among the Yoruba.