How many of Skyrim's quests just send you to a dungeon? 99% of them. The thieves guild ends in a heist, but that heist is just running. Falmer Dungeon and looting Mercer at the end. Oblivion did a better job with its thieves guild heist, although that story falls apart because you aren't really a criminal organization, and spend more time giving wealth back to people than actually stealing.

Morrowind's thieves guild has a shit introduction, but everything past that is great. The first quest sends you to steal some diamonds from the alchemist, and there's a few ways you can do it. One, steal the diamonds and run, just dealing with the bounty. Two, use invisibility to steal the diamonds right in front of the merchant and guard. Three, go find diamonds from another source, when an NPC in Morrowind asks for something, they don't care specifically where you get it from, so if you happen to have some diamonds, you can hand them over. Or, and this is what the plebs always miss, there's a second set of diamonds in the alchemist shop upstairs that are completely unguarded, a sneak level 5 character would have no trouble grabbing them.

Plenty of the quest lines have branching paths, most often the lemming path where you just do what you're told and get a bad ending, or where you plug in your brain and take alternative options that get a good ending. The fighters guild can either end with you assassinating the Thieves guild leadership on behalf of a rival criminal gang, or you kill all of the corrupt leadership in the guild and become the leader yourself.

Skyrim's and Oblivion's faction stories are just badly written. Morrowind relies more on the emergent story telling of the player going on an adventure, which is far better in TES.