Theres got to be more to it O.o maybe when vampires die Arkay sends them to some sort of purgatory while the people who die natrually got to TES version of heavon?
actually im pretty sure the common folk get their soul cleasned in the dream sleeve and those who do not go to some special place (usually to whatever realm belongs to the princes/aedra you made a pacts with, served, gained favor with, ect.)