Of course not. Myths have similarities, but they dont tell the same story. And you base it in the "memories"? But thats also a religious interpretation. We have these things in the real world: explanations of common concepts in world religions, whether they are alien to each other, or related (in our case, Middle-eastern religions). This is called religious anthropology. The whole idea of common ancestry for the races, while Im not saying its wrong, could as well be a way of making Imperial citizens, no mater there race, believe in a common ancestry with each other.
Even the Eight Divines cult is an invention, and myth in TES works exactly like in real life (of course, I have the bias of an unbeliever): gods are determined by worshippers, not the other way around. So these beings, forces or gods exist, but they dont exist like you and I do.
But the thing is, the gods of TES exist. With the Nine, you can wear their relics of the Crusader and get their blessings. With the Daedric Princes, you can see them and talk to them and be killed by them. These "memories" are not religious interpretation. For example, every mortal remembers Lorkhan. EVERY MORTAL. Without being told. He is in every creation myth. And yet we can't interact with him or see him. He's dead to the world.
But everyone remembers.The devs wouldn't write these things if they were wrong. In TES, we have metaphysics much more figured out than in the real world, it just comes down to which bias you want to side with. Is Lorkhan the hero of man, or the villain of mer?
Myths are not the same in the real world as TES. Myths are what makes Alduin appear to the Imperials as Akatosh. The gods were not invented by mortals. I'm an unbeliever in real life too, but that's not how it works in TES.
The only scenario in which Lorkhan would show up is if his creation (the mortal realm) ceised to be what he wanted it to be from the start, i.e. a part of the universe that is both constantly changing and never loses it's identity over time (i.e. it has an element of permanency). He'd then, just like Sheogorath, take steps to return things to the status quo.
So...the main plot of Skyrim. Alduin eating the world.