To the princes, Mundus serves as a place to make fun of, and toy with mortals due to boredom. They really do not care too much about its destruction, save for Mehrunes Dagon who really wants it gone, but they would probably be very bored with it gone.
I'd imagine that even though Mehrunes Dagon tries to destroy Nirn when he gets the chance, he'd get bored pretty quickly once he succeeded, with no mortals to satisfy his desire for destruction. But then again, it's to be expected that the Prince of Destruction would like to destroy things.
But I'd agree that the Daedric Princes probably won't try to intervene with Alduin's plan. Now, I'm sure we'll still be able to get their artifacts, as rewards for doing quests for them if nothing else, but we could do that in games where the survival of the world itself wasn't at stake too. You do something that suits their goals, so they reward you, that has nothing to do with trying to help you save the world. Other than that, it seems like the only intervention Daedra have had in Elder Scrolls stories have been when they have their own interests to fulfill, like Azura's involvement in Morrowind's main quest. Beyond that, it seems like they employ the "someone else's problem" approach to most crisis we've seen.