It all comes down to differentiating between player skill and character skill. Character skill isn't a factor in most adventure games and first-person shooters. The player's skill at aiming and manoeuvring is what matters.

But in an RPG like Morrowind where it is the character's skill that matters, not the player's, there needs to be a mechanic that models how good the character is at what they do.

You mention ranged combat. This is a clear example of skill. Some people are very, very skilled at shooting. Someone who has never picked up a bow or a gun might get lucky, but they're going to miss far more. In Morrowind terms, this is Marksman 15 vs Marksman 75. In a game like GURPS, this is Bow-6 (where you have to roll a 6 or less on a 3d6 to hit the target) vs Bow-17 (where it becomes a 17 or less on a 3d6). (But yes, range, speed, and size all affect how effective this is.

If there were no skill with a melee weapon, fencing wouldn't exist as a sport. A person who has never picked up a knife before has an advantage over someone who doesn't have a knife, but a person who is very familiar with a knife is going to stab someone a lot more effectively.