What happens to sheogorath at the end of the main quest in the shivering isles

at the end he flips out and turns into jyggalag. oh boy surprises. but its really not because, if u actually go thru the dialogue paths he tells you that they r the same. and the fact that jyggalag is the daedric prince of order shows how poorly bethesda looked back upon the game they were expanding on because, peryite is the dadric prince of order and A.K.A the taskmaster. witch , if you caught that, kinda upsets.