That's not entirely true. You can complete the quest and keep Umbra. - Edit 1
Before modification by Ghavrel at 07/12/2009 09:36:00 PM
When you return to the shrine, you can keep Umbra. If you do (and you should), Clavicus gets pissed and you complete the quest. Since Umbra is no longer a quest item, it gets a weight of like 36 stone.
If you never return to the shrine, the quest remains uncompleted and Umbra remains a weightless quest item.
If you never return to the shrine, the quest remains uncompleted and Umbra remains a weightless quest item.