Could you clarify how you go from Aetherius in Daggerfall to Vearnima's quest in Oblivion?
Visual similarity, and nothing more. In both settings (as well as the dream quest in Bravil, now that I think about it) you travel along clumps of earth suspended in starry blackness. Mind you, I've seen this in other games as well; it's pretty common. But I was still struck by the resemblance upon entering the Crux for the first time ever.
Sovngarde, being the Dreamsleeve suggests that the idea of Aetherius as an afterlife is nothing but a fanciful Imperial misnomer. So the Mantella was either located in Aetherius, or in the Dreamsleeve.
Now I'm not sure I like the idea of the Mantellan crux being located in the dreamsleeve, as it isn't a place for anything physical but the alternative is even less plausible. So a spirit journey perhaps? Nulfaga was a powerful mystic after all.
Well, I'm not saying Aetherius or the Mantella Crux is "in" the dreamsleave, but merely pointing out a probable connection between Aetherius, dreaming, and possibly the fate of the spirits of the dead. To speculate further:
Unless I'm mistaken, it is known that Nirn is suspended in Oblivion, remote from the border between Oblivion and Aetherius, the Gray Maybe. What if, when people dream, their consciousness is actually transported to the Gray Maybe? To reach Aetherius by the direct route, one would have to pass through first Oblivion, then the Gray Maybe, before finally reaching Aetherius proper. Thus:
1. Nulfaga transports the Hero to the Mantella Crux, by which he can reach and acquire the Mantella. But perhaps she can only get him as far as a particular structure in the Gray Maybe, and the Mantella Crux is the process of walking that final mile to the very edge of Aetherius, where the Mantella lodged itself all those years ago.
2. Oblivion features two quests which send the Hero to a very visually similar place, either by sleeping (as in Bravil) or passing through some kind of interplanear portal (as in Vaernima's quest): dream domain. Given both the nordic legend of SVONGARDE, and the popular theory that the spirit of the dead passes through something called the DREAMSLEAVE before reaching their final destination (reincarnation?), the idea that the place where the spirits of the dead go, the place where the mind goes while dreaming (and where Vaernima plays her own game), and Aetherius are in roughly the same neighborhood doesn't seem that far fetched.
In other words, the visual similarity may not be entirely coincidental, which is what I was going for in the first place.