the daedric princes can't interact directly with Nirn because of the covenant of Saint Alessia with Akatosh, wich is part of the lore and mainquest of TESO, no dragonborn Emperor on the ruby throne to lit the dragonfires and so Nirn is unprotected from Oblivion and Molag Bal use this oportunity to launch an invasion in Nirn to join it with his realm of Coldharbor, like Mehrunes Dagon does in TESIV invading Nirn using his oblivion gates after the death of the last Dragonborn Emperor, Uriel Septim VII
“Akatosh made a covenant with Alessia in those days so long ago. He gathered the tangled skeins of Oblivion, and knit them fast with the bloody sinews of his Heart, and gave them to Alessia, saying, ‘This shall be my token to you, that so long as your blood and oath hold true, yet so shall my blood and oath be true to you. This token shall be the Amulet of Kings, and the Covenant shall be made between us, for I am the King of Spirits, and you are the Queen of Mortals. As you shall stand witness for all Mortal Flesh, so shall I stand witness for all Immortal Spirits.’
And Akatosh drew from his briast a burning handful of his Heart’s blood, and he gave it into Alessia’s hand, saying, ‘This shall also be a token to you of our joined blood and pledged faith. So long as you and your descendants shall wear the Amulet of Kings, then shall this dragonfire burn — an eternal flame — as a sign to all men and gods of our faithfulness. So long as the dragonfires shall burn, to you, and to all generations, I swear that my Heart’s blood shall hold fast the Gates of Oblivion.
So long as the Blood of the Dragon runs strong in her rulers, the glory of the Empire shall extend in unbroken years. But should the dragonfires fail, and should no heir of our joined blood wear the Amulet of Kings, then shall the Empire descend into darkness, and the Demon Lords of Misrule shall govern the land.’”