Right? The stars and sun are literal holes in reality leading to a higher plane of existence from when a bunch of gods got cold feet about the whole "Creating the world" thing and ripped through oblivion on their way back to Aetherius. Magic literally rains down on Nirn from the holes they created. Oblivion is an void containing no space and the planets are the infinite realms of the Aedra because an infinite plane in an infinite void can only be comprehende by mortals as a sphere. The Empire flies castles to them sometimes, but it's very important for the crew to keep remembering they exist or they won't.

In Morrowind you find the literal beating heart of god and whack it with a hammer. In Skyrim you find the eye of Magnus, the god who tore the hole in reality that is the sun. In Oblivion you have to mantle a psychotic time-travelling genocide cyborg to defeat a half divine bird daemon from the dawn of time, in the very literal sense that time was kind of iffy back then. The first human empress was canonically banging a flying demi-god minotaur. Sometimes the Hircine just kidnaps you to do weird blood sports with werewolves. Dragons can yell at reality so hard reality says "Fine fine I'll do it stop screaming" and Alduin's role is to very literally devour the world at the end of each Kalpa. The Hist are bizarre super-trees that hid from Alduin to survive the changing of Kalpas and turned a bunch of lizards in to sentient people using their sap. When Mehrunes Dagon invaded they turned the Argonians in to hulking super-soldiers and counter-invaded the Deadlands, forcing the Kyn in to retreat until they shut down the portals because the Argonians were on the verge of conquering the plane of Oblivion that is both Mehrune's Dagon's realm realm and his literal body and spirit. There was a literal moon floating over Vivec city because Vivec thought it would be funny. The Adamant Tower predates all other structures on Nirn and is definitely literally the place where the gods gathered to sentence Lorhkan for his deceit. Sometimes a bunch of cats climb up on each other's shoulders to the moon. The narcotic that is the foundation of their religion and culture is literally congealed moonlight that washes up on the shores of their land. The vampires once stole God's longbow and made an arrow that could kill the sun. It's the same bow the God's used to shoot Lorhkan's heart across the face of the world, such that the falling blood of god congealed in to the valuable mineral ebony.

TES could be so much more than it is if they'd just be a little more flexible.