Perseus hadn't considered his gods, as most of his family couldn't be bothered trying to help anyone if it didn't benefit them.
"I know Patroclus seems sure Hermes has her, but if he did he would have gloated by now. He isn't exactly humble. I could ask Athena, though I don't know how much she could help." Perseus was an Athena fanboy from way back and he adored her, but he didn't know if she would be able to locate a lost person. "And my father is MIA."