Well, he proposed a new myth and a religion centered on the glory of the Overman. He tried to overcome the amorality of social Darwinism by putting an aesthetic spin on it. In place of God we have the potential for transhumanity, for the human creation of values.
The positive side of Nietzsche's philosophy was his attempt to save us from the emptiness of the "Last Men's" consumerism, the despair of atheism, and the decadence of elites. He was telling an existential story about how we can redeem ourselves in light of the unpleasant natural facts, by strengthening our will or at least by submitting to existential elites. So the medium might be the message in this case.
Those elites might be free of myths, since they'd be free to create worlds without moral reservations. But assuming we're not yet those elites, we need myths (i.e. existential philosophy) to motivate us to get to that point.