Remember guys Fallout 3 was essentially a test run, they had no clue how successful it was going to be. So I would expect them to do a bit grayer morality, though I wouldn't be so sure if it will reach New Vegas's quality, but the Civil War in Skyrim was a step in the right direction
Skyrim's Civil War was horrible.
Let's say, as an example, Tennessee as a state believes in the worship of Elvis Presley. Mexico attacks the US and many people from Tennessee volunteer to fight and die on behalf of the US in it's defense. The US eventually struggles with and "loses" the war, leading to a treaty between the US and Mexico. One of the conditions of the treaty is that the US is no longer allowed to worship Elvis Presley, and they agree.
Tennessee is ticked, feels betrayed and wants to become an independent nation because of it. That's the most reasonable reaction in the world.
So reasonable in fact, that it's TOO reasonable. That makes them the good guys. Not morally grey.
"OH and uhhhhh....Also Tennessee is racist. Yep, they're incredibly hateful and racist. That's it." Ta-da, morally grey.
But that's a very cheap, unimaginative morally-grey. Objectively, they have the right to be as racist as they like. Them being racists doesn't justify any of the other stuff the Empire did, and Skyrim should have a right to say "we don't agree with this so we're ditching the Empire."
I like New Vegas' morally grey because the factions are
FUNDAMENTALLY DIFFERENT. It's not morally grey because one nation is rebuilding forests but also sells crack cocaine to children. No, it's morally-grey because the NCR, as a democracy, gives every a voice and the freedom to choose, but this automatically has the downside of making the nation be led by a less-than-ideal leader because idiots and corrupt officials are also allowed to vote. That's the complete package of the democracy by nature. The nations of Skyrim on the other hand seem sorta tossed together, with racism being thrown in to provide an illusion of being morally grey.