I was under the impression that Alduin showed up because he was shouted forward in time several thousand years ago. Now we're at the point where he wound up and *poof*, there's Alduin. From his perspective, the journey was instantaneous; a second ago, it was thousands of years back, and now all of a sudden it's the 4th era. He missed everything in between. I also got the impression that he wasn't a god after all, just the oldest and most powerful of all the dragons, who are, according to Paarthurnax, all children of Akatosh. That's the way I see it. Anyway, I think there's a lot of room for different interpretations.