Not sure why people keep thinking that Lorkhan still plays a part in all this. Lorkhan is dead...he has been for a LONG time. In fact, you mutilated his heart in Morrowind also. The thing that sets Aedra and Daedra apart is that Daedra can't die, but Aedra can.
He is dead, but he's a dead aedra, and a dead Padomic Aedra at that. Gods can have different rules. He was one of the major players for the creation of Mundus, and, indeed, the one who came up with the idea, Mundus is partially composed of Lorkhan, so he can't be entirely destroyed. Likewise, our other Padomics, Daedric princes, are immortal...
The lore suggests that Lorkhan has a history of befriending the men of Skyrim. His "ghost" sending an avatar to restore to them much of their lifespans, which Akatosh had stolen, an avatar of his leading an expedition to Red Mountain to attempt to recover his heart before the unfortunate happened, etc.
It is possible that there was some truth to what Mankar Camoran about Mundus being his Daedric plane. As a clever trickster-god, he co-opted Magnus' designs, to take a much more concrete place in Mundus than was intended, tying himself to the realm, and absorbing the divinity of its other inhabitants, which is why we see worldbones, pissed off elves about losing their connections to godhood, aedra fading in power, etc. The Aedra who didn't leave were either unable, or set out to make the best of the situation, and attempt to remedy the plan by pre-empting what was essentially Lorkhan's Daedric plane to their own ends, changing its nature in subtle ways, and, using their combined influence to take an equal part of control of it to his. Ultimately though, it was still his plane, and he could not be expelled from it.