The aedra are abstract and very very bad. if you had your life essence ripped out and used as raw materials to design a universe populated with beings you hated, how would you feel? Pretty bad, I'd guess. That's how the Eight Divines feel.
Lets assess a few points for a moment shall we. To begin with, we will notice that all the Aedra that stayed on Nirn did so of their free will, they could have all left when Magnus did and Nirn would have never come to be; rather, they stayed, and not only did they stay but they sacrificed themselves so that the world might survive,
willingly. They hate mortals? Why would they hate mortals? They are their own children, not only that, but its the mortals who brought them back to existence after they died...
The Ninth dosen't exist. he used to, but he was a human who died and was deified for political purposes no matter what the Imperial propoganda storybooks say.
Perhaps you'd care to tell me why he was lallygagging around Red Mountain then when he's supposed to be dead... or why he can have a blessing in Oblivion... or how he managed to be part of the Enantiomorph and you still give him no significance...