I don't play the Fallouts. I grew up in the era when we were taught in grade school how to "hopefully, maybe" live over an atomic attack. My family worked in the atomic and defense industries. I really haven't any interest in games which are set in a US where the "worst" I grew up hearing about and planning for actually happened.
"Duck and cover" Yes I remember those drills. I lived in a town that was well within the range of the missiles that were being put in Cuba, and since there was a SAC base and arsenal nearby we were a prime target. The neighbors had a fallout shelter. Dad said it wouldn't do any good. I was wondering if I was going to make it to 10 yrs old. I remember the fallout alerts during one winter when we were told not to play outside because the radiation levels were too high, and I remember my parents stopped buying milk and dairy products because of the potential Strontium 90 in it. But I played Fallout 3 and Fallout NV anyway. I think living in that era twisted me. It was a simpler time when we lived in fear and learned to ignore it after a while.
Sonja received the instructions of what to do to kill Alduin from Paarthurnax, and how to trap a dragon from him as well. She never went back to Sky Haven. When she got to Whiterun and Odaviing took her to the top of that mountain, and she got to Sovengarde and saw Rikke and killed Alduin with the three, she was returned to the mountain top to Paarthurnax for that cutscene with all the dragons, and conversation with Paarthurnax and Odaviing. Then went to the Sky Haven Temple, and no one was there. It was empty. Everything in the temple was marked "Steal". So she stole the Dragonblade, and book that told where all the dragons were, and went back to Windhelm and that was where I did my last save game.
She put the Dragonblade, Chillrend (used to kill Alduin) in display cases and I went to bed. I'm done for now and waiting for DLC. Delphine and Esbern were nowhere to be found. I'm guessing Delphine went back to Riverwood (I didn't check).
Sonja has killed 1070 people. 23 of them considered murders. I'm guessing that a majority of the 1070 considered themselves innocent victims as well. Over 400 creatures died by her hand. She's no better than any of the dragons, especially considering that not even a game year has passed.