The thing that I didn't care about Morrowind was it was TOO open-ended. I believe RPG games should be open-ended to a point, but not ridiculously open-ended that it makes the RPG totally unrealistic. I shall give an analogy. Imagine a World War II game that was extremely open-ended where you play Winston Churchhill, you could play your version of Winston Churchill as anything you wanted: a prime minisiter, a general, a soldier, or even play in a "regular job" like a used-car salesman, or any other real life job. You decide to play a used-car salesman and raise a family. You play the game in London, you live your life and NEVER even hear a bomb go off, you never see even a sign of smoke in the sky, you raise a family, your family has kids, and so on. You keep playing the game for 200 years worth of game time. After 200 years of game time, the war is still going on and nobody has won. That is Morrowind. It was so open-ended that it became totally and incredibly unrealistic in the process.
I suspect that Elder Scrolls IV, Oblivion, is exactly the same way.