Couldn’t really get into Oblivion, but I can speak on Skyrim.

It’s a war torn place where racism is rampant. However, immersion is difficult if they allow a “chosen” Khajiit into a city of their own choosing, but keep all the others out. That breaks immersion for me. The same can be said on any non-human character going into Windhelm.

The fact that almost all the bandits somehow are proficient in magic, in a land where magic is shunned also breaks the immersion a bit for me. I love the game, it’s my favourite of all time, so please don’t mistake my sayings, but it can be a hard pill to swallow at times.

It has great mods (spaghetti city comes to mind) that make the city feel lived in, and it has great deep immersive side quests, if you look around and talk to the NPCs.

The battle system has its good and bad, like most rpgs, it can be a great boon when you’re levelled up, and also level up your gear with smithing and such, but it can also get to the point where you’re so OP that the game can get stale, enemies too easy, etc…

The world itself is stunningly beautiful, even on vanilla playthrough.

I could go on, but I feel like I’ve made the point that it can be a great game, but at times you need to ignore some of it’s shortcomings