Don't lean on the terminology, it's not that strong. The http://www.imperial-library.info/obscure_text/cosmology.shtmldescribes Nirn as both the Mortal plane and mortal planet. So even though it's finite, it's still a plane(t).
Anyway, the difference between plane and planet isn't all that relevant. It's all just an impression on the mortal mind. So get your nose out of the grass and look for something bigger.
I have a few reasons to disbelieve your point.
Nirn is special and different. It is of the mortals, while Oblivion, Aetherius, and the other Plane(t)s are of the divine.
If the sky is merely a mortal perception of the divine, then why are we to expect that a mortal perception of that which is mortal would be "wrong" or "smaller" than the "truth"? Surely, we should rather expect that the Daedra and Aedra have trouble perceiving Nirn!
This is actually not unsupported. The Daedric fear of sleep discussed in Battlespire, and the amount of fascination the Daedra seem to have with the goings-on of humans. Even the Aedra seem to have a certain level of fascination with the human plane, though expressed differently. Can't we only assume that this is due to the mortal plane being something intriguing to them?
I think the difference between Planet and Plane(t) is relevant, actually. To our perception of the make-up of the universe.