I have also heard the call and have started a new character. I can't seem to put my finger and what Skyrim is lacking for me that NV has. Im a huge fan of both series and having been waiting for Syrim's release for sometime, actually the only game I have ever been to a midnight release for but after 60 hours put down and started to replay NV. I guess my best reason is it's not more like Morrowind but a better graphic Oblivion? If that makes any sense?
I personally thought that Skyrim took the series in the wrong direction. Rather than being more complex and deep than Oblivion (which, IMO, was the most shallow Elder Scrolls Pre-Skyrim) and more like Morrowind, Skyrim felt so shallow that I couldn't even wade in it. No one really acknowledged what you did or who you were, and the quests for the factions were not well-developed. If I were to compare them to New Vegas, I'd say that probably the most shallow faction quests (Companions, College of Winterhold) were about on par with the side-quests in New Vegas and the deepest faction quests (Thieves Guild) were on par with the Powder Ganger quest "I Fought the Law". Skyrim claims to offer more, but that's only because more means more pieces.
You could take the two games as apples. New Vegas is sliced in three equal pieces, while Skyrim is sliced in 10 unequal pieces. Skyrim, on the surface, appears to be larger, but in reality only one or two quests actually feel like rewarding quest lines (the larger pieces) while the rest of the "Radiant" and faction quests feel like filler (smaller pieces). New Vegas obviously appears to be smaller, but the level of detail in most of the quests is even - they're all generally well-thought out and detailed.