Anvil is decorated in a somewhat shabby pseudo creek-roman style, so to make their temple in style a pantheonesqeu building wouldn't be out of place. A building that looks decidedly Gothic however does.
It would be way out of place, a thousand years by our timeline. Even moreso, the Pantheon isn't a common building type. If they were going on the older style, they would have picked something like the temple of Mars Ultor or the temple of Jupiter Capitolinus. If they wanted a more fitting style to the gothic/romanesque period they would have chosen something like San Miniato al Monte.
When it comes to churches there are many styles of them, perhaps the cathedrals are the best known examples but they're expensive and hard to build and even they don't look alike. Compare for example a http://www.kansastravel.org/05cathedral2.JPG to the http://home.planet.nl/~rijke865/reims%20kathedraal.jpg. They share the same features, but due to differences in time, construction material, availability of funds they're different.
And most importantly who builds them and why.
That doesn't quite touch on the underlaying silliness of having one temple for only one god in each city. Right now the Nine divine are portrayed as a polytheistic catholic church, where one name can freely be substituted for another.
Which the whole system as they present it these days is pretty silly, I blame the Imperial Cult for indocrinating a slew of newbies in Morrowind. The separate temples worked much better.
Yet polytheism doesn't work like that, each god exists for a specific need and each one must be appeased for that need. Building a temple dedicated to one god and only marginally referencing the others, just isn't something they'd do, because it's completely contrary to the idea behind polytheism.
That's a crazy way to think of polytheism. :nono: Where did you ever come up with it? Just about every temple ever built in a polytheistic society was dedicated to one god! Do you have an example?
Never the less, if there is to be one temple for each god, the different aspect for each god should also return in the building styles of the temples. This for example is a http://www.kerkderijpeo.nl/Photo/Kerk%20De%20Rijp2_WEB.jpg, if you compare it to the http://www.take-a-trip.eu/uploads/pics_bezienswaardigheden_nl/Kathedraal-van-Barcelona.jpg, you can see that the protestant church has much less decorum and is much simpler, something which matches their outlook on wealth and aesthetics. Or compare both too a http://home.hetnet.nl/~andreavlug/PLAATJESMAP/Jalta14-Alexander%20Nevski%20kathedraal.jpg for a completely different idea.
Yeah, it depends on who builds them and why. That last one was built during a time when they were building churches of that style everywhere in Russia because Alexander the third was bankrolling it. The second one was under construction for six hundred years, and with all the french influence it isn't even consistent with itself in terms of style, but it works. The first one I haven't seen before.
So with these pictures I hope I showed that the cathedral style is much more varied and placing the same building in nine different cities for nine different gods doesn't it any justice. In fact it's just another area where Oblivion turns out to be rather generic while there was plenty of room to avoid it.
It's also a fair complaint to make about the churches in Morrowind, Daggerfall, and Arena. They all did the same thing.
It would have been more believable and interesting if each chapel varied in appearance to fit the city it is in or the god it is dedicated to, as of now, I don't even remember which of the Nine Divines each one is dedicated to, because they are all exactly the same except in name, which is a problem in its own right, even if you look at real world churches, they do not all look the same, that applies to any place of worship, even smaller ones tend to each look unique.
And even then, people can't agree on how to worship the same god! We don't have any information who built these chapels though, or why they can't figure out the appropriate construction method for the climate, so we'd have to assume an emperor ordered it done.