Well, I think that perhaps the Dalai Lama is just making offerings and not really relying on these gods. You know, it is something like how we offer gifts to friends that have helped you and you are trying to enlist to help you in a certain endeavor? In all fairness, I think the Dalai Lama is doing that and not like he is setting up a Hindu altar in Dharamsala and take refuge in the Gods. After all, the Dalai Lama is pretty much established that fact with the worship of Nechung.
He is very clear with regards to Nechung, he is propitiated to clear obstacles and not in reference of the refuge of reliance. Therefore, even when Nechung takes trance, he comes over to make offerings to the Dalai Lama and not the other way round. I am sure if Krishna and his consort took trance, they would have done the same considering the fact that they would be able to perceive the true identity of the Dalai Lama in much the same way as Nechung.