Board Thread:Lore Discussion/@comment-98.176.143.75-20150317121154/@comment-17114085-20150402153204

There is a difference. Sheogorath mentions things that only someone present would know, like the whole debacle with the Dark Brotherhood. Daedric Princes aren't omnipresent, he would't be able to know about the Fox and the severed head unless he was the Hero of Kvatch.