The planets (which are actually the sundered bodies of the Aedra) are suppossedly infinite, but mortal perception screws their appearence up. Oblivion is also said to be infinite. Powerscalling from complete, non-sundered et'Ada gives us Daedric Princes with the ability to make infinite masses of space out of themselves, which are their planes.
Lowballing it, and then they make universes. Why? Because infinity is such a No limits fallacy.
That's the same sort of logic that puts LOTR characters like Gandalf and Sauron as cosmic beings, even though they've struggled with mortal armies..
Or for that matter, Mortal Kombat gods, who break dimensions and lose to shaolin monks..
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Gandalf has things like divine pacts and shit limiting him, and Sauron doesn't use strength that much, he prefers subtlety. Still, the comparison is pretty off. Maiar are cosmic beings, but not of the kind that breaks planets with their pinky.
That's the Valar's role as Eru's creations, who participated in the creation of the universe. Anytime a Daedric Prince has lost, either wasn't at full power and the avatar of a Divine ****ed him up while outside his home turf, the hero got the power of an exceptional artifact that gave him the power of the Aedra, a Protonymic was used... A Daedric Prince has never been defeated in an all out fight.