Cohen and the Horde are foreign ghosts: they can walk through walls! (This is pretty much explicitly stated throughout the book, but it's a good encapsulation of the culture shock that everyone experiences when the Barbarians and the Great Wizard come to the Empire.)
Faced with five armies and a butterfly-conjured storm, Cohen finds himself wishing there'd been at least one god whose temple he hadn't sacked in his long career. Unbeknownst to him, there is one: the Lady, whose side he's unwittingly fighting for in the game of Mighty Empires, and whose temple he couldn't have looted (because she doesn't have any temples).
In Going Postal, the idea is first explicitly stated that "Man is not forgot, if his name is still spoken" with regards to the original founder of the Grand Trunk.note This also combines with an idea from Reaper Man that a person isn't fully dead until the "ripples" of effect their actions introduce into the world die out. However, there was someone else that wasn't forgotten... someone else so influential that there was an entire continent — The Counterweight Continent — based on his works and ideas. To not know his name was to have everything based on him erased from history. One Sun Mirror.