But we already know that the Planets are the physical bodies of the Aedra. Are you saying that there is a film of Aetherius surrounding the body-planets that technically makes them located in Aetherius? If so, there's really no practical difference to our previous conception. Which is the point I guess?
Unless the planets are the same as stars, just on a lesser scale. Can we actually see the planets and distinguish them in any of the games? To the naked human eye, Jupiter can appear to be a bright star. Perhaps the brightest stars in the sky are in fact the Aedra-planets which are in turn parts of Aetherius that are "seeping through" to Mundus in the same manner as stars. Maybe that was part of the "deal" the gods made in order to stabilize Mundus. Instead of being able to traverse freely between Mundus and Aetherius, their respective patches of Aetherius became entangled to the Mundus in the same way the tears of the Magne-Ge allow Aetherius to bleed into Mundus. As far as whether or not Aedra can travel throughout the rest of Aetherius from their own planes is unknown to us. We only know that the Magne-Ge refused to give up parts or all of themselves to stabilize Mundus, and that they left for Aetherius instead. This does not mean that the weakened Aedra who did stabilize Mundus still couldn't go back to Aetherius, or that the stipend to that was a limited part of it, i.e., their planets. There is no record of the Magne-Ge "sealing off" Aetherius from the Aedra, only that instead of sacrificng some of their power, they didn't. That's the only difference.
Perhaps the Aedra, as stated by Martin in Oblivion, cannot manifest physically on Tamriel because a lot of their power might go towards stabilizing their planet-gates to Aetherius, as to allow mortals the opportunity to have their souls recycled. So in essence, they may not have only sacrificed to stabilize Mundus, but they may have sacrificed their ability to intervene on Mundus in order to stabilize their presence in Aetherius as well, so that mortals who worship them can have a chance at entering the dream-sleeve. This means that all of their faith in mortals to counteract the Daedra and save the world would have to rest in the hands of Champions, which would make sense considering the PCs of the games. It makes a little bit of sense when you think about it. If your soul goes to a Daedra lord, you're done, he/she/it does with it what he/she/it wills. If you worship Sithis, perhaps you zero-sum upon death, who knows. If you worship the Aedra, you have a chance to live again because they willfully sacrifice their intervention abilities to stabilize their Aetherius planes. Shor is a wild card in that he must put forth most of his effort in allowing souls to stay for awhile before getting recycled, to revel in their Nordic glories and stories. Heh.
Really, I don't think, aside from Oblivion realms and Sovngarde, there is much of an afterlife in the TES universe. The other Aedra most likely send you straight to the dreem-sleeve upon entering their domain. Perhaps it is a cooperative effort on part of all of them to do so. Shor is just different, because after all, he's the trickster.