Board Thread:Lore Discussion/@comment-25443668-20140921053510/@comment-69.123.217.197-20150219185134

The Aedra can't become whole again because they are bound to Nirn, and because they are bound by the beliefs of mortals (mythopoeic forces). There are many, many different aspects of the Time Dragon Aka, many of which despise and conspire against each other, for the sole reason that there are many mortal cultures that believe in those different aspects. While perhaps not to the same extent as the Time God, each Aedra has different aspects that correlate to different cultures' beliefs. So it isn't appropriate to think of the Divines as singular entities like the Daedric Princes: due to mortal beliefs and the effect they have on non-Daedric deities, they have fractured into many, many, sometimes drastically different gods.

As for the afterlife, with the exception of Sovngarde (which was made by, and is presided over by Lorkhan), souls that have not been consigned to Oblivion for various reasons go instead to the Dreamsleeve, whereupon they experience whichever afterlife they believed in while they were mortal before being recycled. The nature of creation is cylic: each Kalpa begins and each Kalpa ends, with Alduin (yet another aspect of the Time Dragon) eating the world so that the new one may come into being. Souls are recycled and are reused after death.