I recall being surprised, at the conclusion of the Oblivion Crisis, that it was Akatosh, not Lorkhan, who manifested to defeat Mehrunes Dagon. I had understood Akatosh to be the champion-god of Mer, and Lorkhan to be the champion-god of Men and mortality, and so would expect that Lorkhan would be the one to defend the mortal world.
My assumption was that Lorkhan chose to sacrifice himself in order to complete the creation of the mortal world. In that case, why then would he try to reclaim his heart? Wouldn't that undo everything he'd struggled to achieve?
My current thought emphasizes that Lorkhan is the selfish aspect of the Enantiomorph. Lorkhan created the mortal world in order to facilitate his own mastery and escape from this universe; he was betrayed by Akatosh. Lorkhan is the spirit of mortal endeavours, in that mortals struggle to escape this universe, emulating Lorkhan by following the trail Lorkhan blazed -- but Lorkhan blazed that trail for his own benefit. He would betray mortals as he betrayed the Aedra for sake of his own escape. It is Akatosh who defends the mortal world, so that mortals have a chance to work towards their transcendence. This makes sense of Lorkhan as trickster god: mortals need to follow him, but not too far. If they trust him too fully, he will betray them.
And that brings me to this quote, with which I still struggle:
Then Wulfharth said: “Don't you see where you really are? Don't you know who Shor really is? Don't you know what this war is?” And they looked from the King to the God to the Devils and Orcs, and some knew, really knew, and they are the ones that stayed.
If the mortal world depends upon Lorkhan's Heart within it, then if Lorkhan reclaimed his heart, it would be the end of the mortal struggle for transcendence. So, if those who followed Shor's ghost into battle truly knew what the stakes were, why would they still fight for him?