The Eight Divines was a Alessian/Cyrodiilic invention for Cyrodiil only. The singular reason why the Nords would be worshiping the Eight Divines is if Tiber's Empire had somehow influenced them into it over time. Not to mention the book "Varieties of Faith in the Empire" does not have the Nords worshiping a single Cyrodiilic deity by the name used in Cyrodiil. Shor/the Nordic Pantheon should still be predominent.
Unless if they all changed their minds since Morrowind.
True, the Nine Divines started in Cyrodiil, but they are interested in converts. But I take back what I said about the Nords liking the Nine being fine. When I think about it, it's stupid. I'd be a horrible narrative move, IMO, for Shor to have little to do with a plot when Alduin is the main villain. Not to mention throwing away a chance to portray another view of the Aedra.