http://www.imperial-library.info/obscure_text/nu-hatta.shtml
News flash - while MK is awesome and an irreplaceable contributor to Elder Scrolls lore, he's not god, and his word is not final. Especially if he's no longer a Bethesda full time employee. His lore is his opinion, and it may be expressed as an opinion of in-game characters occasionally, but it's not the gospel.
So I'll repeat my first point. It depends entirely upon which story you read. Arkay may or may not have always been a god.