Why shouldn't you be the most powerful character in the game, or in the world, or in the history of the world if that's what you want to be? If I ran into someone more powerful in Skyrim, who had better adventures, and was the "hero" of the land, I would have asked Bethesda why I couldn't have been him/her instead of my piddly little tag-along.
The game isn't designed for you to be a minion or some regular Joe, and so they developed the prophesy of the Dragonborn to justify why you get all of the power and accolades. Anyway, if you want to roleplay someone who isn't very powerful, I think that option is available to you. Wear the kinds of clothes and armor that you see the NPC's use in the game, and don't purchase and use the powerful spells that a hero-god would wield. I exploited the Infinium glitch early on in the game yet am not storming through the land wearing Deadra armor forcing all of the lowly peasants to kneel before my awesome might; currently I'm wearing a belted tunic wielding whatever weapon I found recently because I am roleplaying that my character is in an early stage of development and is thus not ready to ascend to godhood. It also helps keep things lively as I am somewhat fragile in that gear. The game gives you plenty of options to roleplay as you want, even allowing you to farm or be a tradesman, essentially if that's your inclination.
It's an RPG with a world bound by lore. That's why. You may be Dragonborn, but someone else was the Champion of Cyrodiil, and someone else the Nerevarine. They were all "Heroes", if that's what you believe, and the fact that they've all existed means that there are others out there that are as strong as or stronger than you. This isn't some action-adventure game where your main object is to "beat 'em up". It's an RPG set in a world that's completely different from ours. How can you justify yourself being the strongest person when you're playing in another world, not just a stage that was created for you, and only you?
Like I said, you aren't a god. You aren't even a god-killer. You're just Dragonborn -- one of many "Heroes", and certainly not the strongest. There don't need to be other heroes in Skyrim, no, but there should certainly be characters that can match your strength. If there aren't, it's not another world - just a small sandbox for you to play around in, and I don't see the point of that at all.
Amauri, if you're free in Skyrim, kill Delphine without using the console. Or ascend to literal "godhood". Or become a lich. Yeah, you can't do any of those things because you aren't free. You're limited by both lore and realistic integrity. How would things be any different if there were another character in-game you couldn't kill?
Wyatt Waste Ranger, I'm no expert when it comes to lore, but Aedra cannot physically manifest themselves. They exist in a spiritual sense and are only able to manifest themselves through others (such as Akatosh and Martin). For Alduin to take the physical form of a dragon means he isn't an Aedra, but something else (son of Akatosh, which is stated in-game -- though I don't really see how that would make him a god moreso than any other dragon).