Dear Wosel Tenzin
I do not claim to have the answers and have these question in mind also. However, the following are thoughts I have to share :
1. It is the compassion of Enlightened beings, in this case Dorje Shugden allowing us to have direct contact with him through a suitable vessel such as a trained Kuten. As we cannot see celestial beings/enlightened beings, through the oracle, Dorje Shugden teach, blesses, gives advice, connect with us and manifests in such a way to show us that he is close to practitioners to guide us on the path.
2. Beings who use their lives to be trained as oracles gain tremendous merits. Just look at the extensive retreats the candidate will need to go thru in order to be a suitable vessel.
3. From what i understand, high lamas do not depend on oracles however, they do work together to accomplish the lama's work quicker. One of the reasons for this partnership is that the compassionate high beings took on the nirmanakaya form/tulkus, and along with it, certain "limitations" due to composition of the human body. This does not mean that their mind is defiled like ours. Example, when tulkus are born, they have the capacity to be trained much quicker than others, however, they still need to be "retrained". Therefore, enlightened beings manifests to help us as teachers, via oracles, as animate and inanimate objects etc...
Please correct me if any of what i have shared above is incorrect as I seek to know the answers also.