Board Thread:Lore Discussion/@comment-26449439-20131017024840/@comment-25286356-20131021024310

24.44.141.89 wrote: The Neravarine was depicted as a Dark Elf with Indoril Armor and Trueflame in default so it would be awkward to have a Dark Elf in Sovngarde. The Hero of Kvatch became Sheogorath, a Daedric Prince, in the end of the Shivering Isles so you already meet him in the game

Plus, Nerevarine contracted Corpus, wich makes him/her immune to aging--immortal.