You would say it's not so good considering the whole "killing Lorkhan and shooting his heart to Morrowind" and such but when I was playing Knights of the Nine I began to wonder.
Since the Divine Crusader is often referred to as the shezzarine here but still becomes the champion of the Nine, blessed with their armor. Also I thought that both Lorkhan and Akatosh would have blessed the Empire of the Imperials. (don't even know if the last one is true)
So if a smart Lorebuff could explain it a bit.. Please do!