Although you make a good point, there is not enough data to completely support it. Nirn is technically a planet, and Massar and Secunda are technically moons, in the same way that, with TES lore, Earth would be a plane of existence, and so would the Sun and Moon. The beings who live on Nirn have not, as far as lore is concerned, devised a means of space-travel, so they would not know if there are planets or not. Yes, there are Aedra and Daedra, but even our history, before space travel and scientific and mechanical advances to the level of the Dwemer's scientific and mechanical advances, believed that there was just Earth as a plane of existence, and that the stars in the sky were merely angels, while the Sun was God, if going by the Bible. I am not spouting religion, merely using said book as an example.(Only saying this because I, myself, do not believe in the bible, and do not wish to offend anyone) Now, if it is looked at from a scientific perspective, 'our' universe, as to speak of the universe we currently exist in, which is ever-changing due to choices that people make(see Fallout 3 for an example of the universe changing completely due to a choice by humanity), there is presumably an unlimited amount of room for planets and worlds that can sustain life. As Vulcans in Star Trek say, IDIC, or Infinite Diversity in Infinite Combinations. Who knows for sure what is out there, or what they(extraterrestrial entities such as those found on Nirn) believe to be the truth? My point is, don't say that this is not lore friendly when going off a small bit of lore. Lore is just information made up to explain away what cannot be explained. And to the entities living on Nirn, it could seem that the universe is just made of planes of existence.