Note: Spoilers for TES 3-5 ahead
Oddly enough, I found it much easier to roleplay in Morrowind, which I would venture to argue is by definition the prime prerequisite for a roleplaying game. When I played Morrowind, I played a Kajiit thief (who was the father of my Oblivion character, who will be the ancestor of my remade Skyrim character if I ever manage to force my way through Oblivion: the 'Nerevarine being dragonborn' thing that the Lost Prophecy hinted at was a happy coincidence). As time progressed and I became better known, people began to respect me more for what I'd done. It became easier to convince people to listen to me (which was shown in their disposition starting higher, but could also have been kept behind the scenes, or in giving me more options to persuade people using my influence regularly, or whatever). On one quest for House Hlaalu where I needed to catch a thief, it emerged that that thief was in the Thieves' Guild (which I was in), and I was able to persuade her to give the item to me to hand back and not steal it again. That sort of synergy is something I really haven't seen in the later TES games. Despite being a thief, I was playing more of a Chaotic Good style character, so jumped at the chance to restart the Bal Molagmer later on in the game. If I'd been playing a thief who was merely out for the money, I'd have refused that and continued to progress with the game.
In Skyrim, on the other hand, nothing I did seemed to have a consequence beyond the people involved going 'well done, have some loot'. While I haven't played the Dark Brotherhood/Theives' Guild questlines in the game, I've seen them played, and have to wonder why the member of the TG who sells information to you for the DB questline suddenly forgets that you're his guildmaster when you talk to him on the subject! When in conversation, I find that more often than not the game only gives me one option for what to say, which I have to select. In Morrowind, I think I only had one option for what to say about...five times over the game, and then it was obvious and noncommittal responses like 'ok', or 'wait a minute'. I was able to roleplay and decide what my character would reply, whereas in Skyrim I've been regularly force to say something that my character wouldn't, because the game won't give me any other options but decides what the player 'should' say.
Similarly, in Oblivion, Bethesda clearly decided to put a 'dramatic roleplaying' part into the DB questline, where you're told to kill all the members of your 'family' to be sure of killing the traitor (supposedly) amongst their ranks. Unfortunately, they omitted to include another option, so if you want to continue with the quest you have to do it. If your character, while an assassin, has a strong sense of honour (which, I gather from the in game lore, the Morag Tong are all about, incidentally), you...would be forced to act out of character in a massive way, Even worse, if you suspect who the real traitor is (the one who gives you the message)...Even my character, who ultimately would probably have decided to obey orders and kill them anyway, was affected by the decision not being my choice, and became that much less deep a character.
Cheer up, though, Skyrim and Oblivion ARE roleplaying games. By one definition, they're far more so than Morrowind. After all, in 'Skyblivion' the game is roleplaying for you most of the time, while you're left to click a few buttons and attack stuff! In Morrowind, you roleplay for yourself. Maybe we need a new term for that? Games Allowing RolePlaying, or GARPs?
