Board Thread:Lore Discussion/@comment-25047024-20131230185926/@comment-24274106-20131230191627

Sounds possible. But you don't need to be a Daedric Prince to escape Oblivion. The Hero of Kvatch did it several times, Attrebus Mede and Sul did it several times, but Miraak did come to Tamriel a couple times when the Dragonborn was trying to stop him. Like if you kill a dragon during the Dragonborn questline, he would come and steal the soul.