http://elderscrolls.wikia.com/wiki/Sovngarde_(Location)
This article seems to suggest that it's only a Nordic afterlife, barring special circumstances, and TES is full of special circumstances.
Dat wiki ain't welcome here.
That, and your link is botched on my end. Anywho, most likely not, unless in a few exclusive cases (In the case of Skyrims Dragonborn), but for the most part, no. Many Lorkhanic avatars have this thing against Mer you see. Whether or not its occupants give a hoot is another matter.