That's why the sheogorath we meet in Skyrim has the same voice, personality and memories of sheogorath (memories from before the champion of cyrodil like his cursing of Pelagius). If anything Sheo probably doesn't do anything really evil or crazy as much anymore after all in Skyrim he has you cure someone's madness than trying to make someone become mad. Originally posted by JamestheFreak:Sheogorth didn't take over the CoC, the Champion of Cyrodil Mantled Sheogorath, it's an actual thing in the lore that if you pretend to be something you can end up actually becoming them. The champion of cyrodil might still be alive in there, but he's been wholly taken over by sheogorath and has no will of his own. Sheogorath was cursed to share a body with jyg (because the daedra cannot be killed and the other lords could not kill jyg so they cursed him) All they accomplish in the shivering isles is make the champion of cyrodil a vessel for sheogorath to take over to separate himself. Sheogorath was never killed or removed for somebody to mantle him. Pelinal whitestrake was, but not Sheogorath. Yeah mantling is a thing in elder scrolls lore (like Talos mantling lorkhan), but in this case, sheogorath was not mantled. Sheogorth didn't take over the CoC, the Champion of Cyrodil Mantled Sheogorath, it's an actual thing in the lore that if you pretend to be something you can end up actually becoming them. So in a sense, yes the oblivion protagonist is killed. That's basically the entire plot of shivering isles, sheogorath grooming you to become his vessel so he can separate from jygalag.

Originally posted by psychotron666:The oblivion protagonist got his body and soul taken over by the aspect of sheogorath, because daedra cannot be killed or destroyed.

Plot of the shivering isles