"http://www.uesp.net/wiki/Lore:Khajiit#Morphology, to you Fadomai gives the Lattice, for what is steadier than the phases of the moons? Your eternal motions will protect us from Ahnurr's anger." And the moons left to take their place in the heavens. And Ahnurr growled and shook the Great Darkness, but he could not cross the Lattice.
That line does seem to say that they serve some kind of similar purpose. It does seem very unlikely that they are an actual tower though.
Not sure how much stock to put into this, but: http://www.gamesas.com/topic/1327271-return-false/page__view__findpost__p__19959461
"[...] Come now, Palatiit; come now, Ne Quiniit. Together, just this once, Khajiit will stand tall as Alkosh, cat upon cat upon cat. And in doing so, it will climb to the moon as it has been told so many times."
Khajiit saw reason in these words and so it climbed and climbed, cat upon cat, for a hundred days. Much sugar was brought there to support the climbers and in the end Khajiit climbed high, so very high that it was in fact closer to Jo'Segunda than to Nirni below. At that moment, little Alfiq fell upwards and from there on Khajiit helped Khajiit up, which was down, until all were gathered there.
Sounds like a tower to me.