First off, no good and evil when it comes to the gods, just their nature. For instance, Arkay is about life and death, blight and growth, disease and prosperity. His nature is one that is very neutral, in that things are born, then die. He's an up and down. He's the circle of life. The 9 are part of Mundus, the mortal realm, for they gave a piece of themselves up, and as such they are the world. The ones who gave themselves up completely become the Earthbones, also known as the laws of nature.
The daedra did not participate in the creation of Mundus. As such, they reside in Oblivion, and created their own worlds by making themselves that world, and having complete control over it. For them, why the heck would they want to purposely weaken and/or kill themselves, and not have control over that realm?