He's accusing Moon Knight's god, specifically, of being imaginary, on account of him maybe being imaginary in the initial runs.

Marc Spector is insane, full stop. It was a very large element of the initial runs that Konshu might just be a symptom of his mental illness.

And, fun fact, he does have alters that impersonate Konshu, so even though Konshu was eventually confirmed as "real" it might not actually be him speaking at various points.