Isn't it ironic (After becoming a vampire lord = Molag Bal's property) that Sovngarde still helps you out during battle when you reach to them through a shout? I always wonder about that to this day. Why would Shor still allow the Dragonborn to reach out to them through a shout after selling his soul to a Daedric Prince for power? Isn't that the ultimate betrayal?
It occurs to me that I may have misunderstood the actual question being asked here. It doesn't seem like Raijin is asking about the Dragonborn's help being accepted to slay Alduin, but rather question the continued assistance offered by the
Call of Valor shout.
The only answer I can think of is that Sovngarde is so gods damned boring after a few centuries, that the heroes of olde will take any opportunity for fighting and excitement, even if it means teaming with a deadra worshiper.
Hakon often says how glorious it is to be battling on Tamriel again.