Muthsera, we must remember what being "heartless" is.....it is being mortal. When one is in love, it is represented by a heart. God (or "godhood") IS Love itself. (See http://www.imperial-library.info/obscure_text/5th_era_loveletter.shtml) Lorkhan lost his "godhood" when he lost his "Love", that is to say, what represented his Love, his Heart, and gave it to NIRN much like VanGogh did with his ear.
What I am saying is that it is my belief that no "god-like" being can be "heartless" in the TES mythos, which is why the ghost of Shor exists in half-death, continually reincarnating as a really pissed off and mean mortal. (1/2 of Pelinal, Underking, etc.)
___TWM
Problem with that is Pelinal loved Morihaus (volume 5 of the song is just about the love he has for Morihaus, calling him his nephew, which could be a myth-echo of the Love Between Shor and Kyne aswell).