The only gripe against morrowind is its lack of overworld bandits/creatures/etc. Same for all ES games. I like traveling, but I like traveling to be fun and eventful. I won't mind stopping to fight a bandit boss or a large creature for a little while.
And as for Skyrim, I feel as everything lacks depth. Yeah everything is there, but it lacks "color" and personality. Cicero is the closest it gets to this. And it somewhat took a more serious approach, and that's fine, but it's very bland. I rarely find characters' personalities memorable in Skyrim.
Especially important characters, like the Greybeards, Delphine, Imperial leaders, Jarls, Other city leaders, Ulfric, (The second in command stormcloak), etc.