The only one I really don't see Lorkhan is the Breton pantheon, as he doesn't even play the part of the advisary there. Talos of course makes the Cyrodiilic pantheon debatable.
The Bretons view Lorkhan in a manner similar to the Aldmeri descendants, due to the fact that they too are partly descended from Aldmer.
The Cyrodiilic pantheon's lack of a Lorkhan is because of the fact that the Cyrodiils adopted a hybrid religion based off of the one that their old Ayleid masters had and that of their Nordic allies that helped liberate them. Lorkhan was an enemy in the Ayleid religion, yet Shor was THE God in the Nordic pantheon. Big problem. So they simply lessened him, and he eventually became rather obscure. Along comes Talos, who neatly fills the hole.
Another case in point: Akatosh. He was Auri-El in the Ayleid religion, a dual-form Aldmeri/shining golden eagle (you can see the statues at some ayleid ruins). In the Cyrodiil pantheon, he's dual-form man/firey dragon because a bit of Ysmir, the Dragon of The North , was mixed in. Still a dual-form humanoid/mythic flying creature, still highly self-illuminated, but still markedly different.