Its not that people don't want their souls to be claimed, its that a typical character who completes the main quest, both the DLC main quests, and a couple guild lines typically has about 4-5 claimants to their soul, which is extremely odd when you consider that many of these claimants know who you are before offering their deal. Lets say I'm an Argonian thief. Do I go to Akatosh, or the Hist, or Nocturnal, or Sovngard or Hermaeus Mora? If I join the companions too, does Hircine get my soul, or does he get into a fight with Akatosh, Nocturnal and Mora over it? If I became a Vampire instead, does that mean Molag Bal joins the fray? Will Shor send somebody to make sure I'm still free to go to Sovngard if I want to?