Board Thread:Lore Discussion/@comment-72.77.73.35-20140408131341/@comment-4705438-20140408151653

Dragonborn's soul doesn't belong to Akatosh. And Aedra do not enslave or bind souls for whatever reasons, faithful may join them by free will. (This is being thrown around, but I'm yet to see a source.)

Daedra are also more powerful than Aedra, so if one or more Daedric Princes had bound a soul it would go to their realms, instead of the Aedric plane(t)s.

Also, I'm not sure such things normally occur - if it's even possible lorewise. But speculation is always entertaining.