The lamrim says that one's lama, one's guru is higher than all Buddhas.
Why?
Because he is one's guru, the Buddha in action towards which the student has created karmic access to. Because of the physical connection, because of the karmic connection, because of the samaya, one's guru is more important to THAT student than all the Buddhas.
Thus, if one's guru practices Dorje Shugden and propitiates Dorje Shugden, the student that would go against his teacher, his guru, would make his guru wrong.
It is like saying: "my guru was/is wrong, I know better".
Then , in all logic, if one makes his guru wrong, then one makes all Buddhas wrong.
If one knows better than all Buddhas, then one needs no Buddha, one states himself higher, more knowledgeable, more reliable than the collection of all enlightened beings.
Also, in doing so, one severed his connection to a lineage and is no more reliable to teach.
Now, isn't it what the Dalai Lama has done?
Why?