I think Dorje Shugden being a Buddha he gives us methods to help us along the spiritual path and also how to live a better life and has the wisdom and compassion to guide sentient beings along the path, unlike a God that either just punishes or rewards. But having studied buddhism we know there are no free lunches in this world, that if a supernatural being 'answers' our prayer they would have to tap into karma that is stored for a future occurrence.
I suppose with Dorje Shugden with his unlimited compassion and wisdom, and unobstructed seeing the past/present and future, even though he taps into our karma to help us he knows for sure we will not be severely impacted and that by helping us it benefits us to engage in dharma practice. Helps from worldly gods, although such beings may even have good intention, because their clairvoyance is limited they wisdom may not factor in all possibilities. So help from worldly gods will be a shadow of what Dorje Shugden can help us with.
The people who pray to Dorje Shudgen out of desperation, beings who may have quite a lot of suffering may view Dorje SHudgen as a 'God; who fulfill their wishes, especially if they do not know for Dorje Shudgen to be able to help they also must have the karma to be helped and especially if they have not spend so much time learning about the workings of Karma, Dorje Shugden is their saviour god it would seem to them. Not only that I also think that people who have low merits and lots of karma and suffering, they may need the help of a Dharma protector like Dorje Shugden to help them. A dharmapala with the power of 1000 dharmapala.