In the next story, The Contests of Wills, Ravate is driven mad by Sheogorath. He won't sleep as he says Sheogorath would invade his dreams but it is follow by a line saying;
"He hadn't slept for fear of Sheogorath invading his dreams (which is foolish, as dreams are the domain of Vaermina, may She grant us Restful Sleep"
Am I missing something there?