Alright, then why did he need our help to obtain the secrets of the Skaal? He could have appeared before the shaman at any time, teleported him to Apocrypha, and forced the secrets out of him quite easily.
Daedric Princes absolutely love messing with mortals, but if Herma's appetite for knowledge of so strong, you'd think he would have taken matters into his own hands instead of waiting around for hundreds, if not thousands of years for us to come along.
Daedric Princes can't interfere or invade the mortal world directly. Mehrunes Dagon tried to do that, and look what happened to him?
They can leave baits and such, but they can't directly kidnap or kill a mortal on their own whim.
For example, Herma could have left a Black Book near the Skaal, but if no one was ever tempted to open it on their own, there'd be nothing he could do. Which was probably the case.
Much like the Shivering Isles. Sheogorath says something regarding this [I don't remember his exact words] , "Oh but my dear, I'm not invading or interfering with the mortal world, I simply opened a portal. Whether one wants to enter or not is their own decision. I'm not forcing anyone."