So, can you point to lore backing what you're saying?
Mind, now, we're never explicitly shown, or even told that Sovngard is in Aetherius. Literally the only shred of evidence for this is that bit of questlog fluff, which as I might remind, is coming from your own character's perspective, and therefore as suspect as any other in-universe source.
Also, seeing as Beth seems to assume by default that your PC subscribes to the Imperial Cult, which places the afterlife in the Aether, that questlog really starts to come across as a big load of hegemonic proscription pie.
I've not actually seen much evidence on the Dreamsleeve. Seems to me like given Sovngarde is real, perhaps the Imperial belief (note that in TES IV alone there are quite a few ghosts that talk about the afterlife) isn't as untrue as people assume it to be.
Not that it's unreal, just that it's reality isn't really what we're being sold.
I've got a theory that Sovngard (which, based off of real world North Germanic roots renders a meaning something like 'Realm of Sleep'. Seriously. In modern Norwegian, S?vn gard means 'Sleep Farm') is actually Shor's hero-filter over the mouth of the Dreamsleeve. Tsun is the intake. Fail his challenge, and you get recycled.