I'm pretty sure daedric script isn't unique to the Dunmer, but I could be wrong. Daedra are all over Tamriel.
It was just so common in Morrowind because the Dunmer worship the daedra, as opposed to the Nords who would sooner burn one than look at it.
I take the Dunmer out because at the time of Jurgen Windcaller the Dunmer were the closest group in or to Skyrim who widely worshipped Daedra and might engrave tombs with Daedric letters. I don't think there would be more Daedric worshippers among general Nords or Cyrodiilics or Bretons than the Dunmers at that time, and there seemed to be no other race then in Skyrim, at least with what we know about that age.
And it was also unseemly for a Nordic Kynic monk to have his tomb carved with Daedric script, even if he might have connection with some Daedra.
So either there's more in it, or it was just a joke from Sheogorath, as Ogatur said above.