You don't even visit the other good cities that much (windhelm, riften, markath, solitude) and most of the quests seem to be from whiterun! It took me my second character to even try with markath! plus all the cities just feel so alien! They have realy poor layouts (except whiterun). In whiterun every second npc has a quest for you whilst in other cities this isnt realy the case!
Secondly the game forces you to be a warrior. At level 40 something me and my mage realised that we could not get any stronger without abusing enchantments (and i required a lot of those due to 100 destruction Not actualy significantly reducing my mana cost of spells. At level 100 destruction with the expert perk my ice spears used 94 magicka which is nearly a 3rd of my magic, ridiculous as i need a lot of those spells to bring things down) so i crafted a lot of iron daggers, got steel and arcane smithing along with more of the first perks of one handed and heavy armour. Since i had chillrend,ebony mail, spellbreaker, good enchanting and the knowledge to make daedric this was pretty easy!
But i just had to switch! But the thing is.. to be a good lategame mage you need to enchant your items to an extreme degree and smithing would do a lot of good too. To be a warrior you need to craft hundreds of iron daggers but enchanting is usefull to. To be a theif.. you need a bit of enchanting and smithing (screw alchemy) It's just not practical to be without exquisite items and 20% skill boost on all your items. But your skill is often already there and all you need to make yourself strong is perks. in lots of skills it's all in the items and perks you wear rather than the skill level (example- every magic skill) so if you found yourself needing to change entirely (to a warrior+sneak+restoration as the game wants us to do) all you need to do is to power level once or twice and pick perks for something that you already have the skill for!
(basicaly, someone with 20 one handed can be a lot better than someone with 80 one handed due to them having two perks that increase the damage by 40% - but all the other person has to do is make some iron daggers so that they can get some perks to put into one handed! ) (if you haven't noticed- i do hate how skills dont realy increase the proficiency of things by a lot)