The Nine Divines used the vast majority of their powers to create Mundas (and become the celestial bodies you see from Nirn), and are therefore relatively weak. This is partly why they rarely intervene with the affairs of mortals unless it involves the fate of Nirn (ex. The Oblivion Crisis), and even then it's still rare. So their general absence from Tamriel doesn't disprove their existence.
English
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All fairy tales for children. The Oblivion Crisis is just folklore.
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Barely. There were thousands of witnesses.