Cows don't appear in Oblivion, but since there's beef in the game, it's pretty obvious that cows do exist in Tamriel, they're just not portrayed in the game, we can assume that either beef is imported from other provinces, or cattle are raised in Cyrodiil, but are not shown in the game, either way, people would know what a cow is, so "You move like a pregnant cow!" makes sense, it still sounds silly, but sometimes, the occassional silly NPC taunt can be entertaining too. Just because you don't see something in the game doedn't mean it doesn't exist. If that was the case, then there would be no children in Cyrodiil or Morrowind (Or at least, Vvardenfell, Mournhold, and Solstheim.) and everyone would just come into existence as an advlt (Maybe they reproduce via cloning, that would explain how not being able to remove their underwear doesn't hurt them, though I think that would still produce other difficulties.) and cyrodiil would have only three kinds of aquatic animals (With one being more amphibious and one being quite stationary.) and everyone in the province would starve because the few small farms just can't feed everyone, but the game is not meant to be taken as a perfectly accurate representation of how Cyrodiil looks. Rather, it's just a rendition of it that's possible with whatever limitations Bethesda might face. And at least aims to be close enough that players can suspend their disbelief when they see things that aren't quite like what they should be in the setting. The same is true for Vvardenfell as shown in Morrowind, and for Skyrim.
The "Jump on my sword while you can!" thing is a bit less justifiable, but really, it only happens because combat taunts don't take into account what kind of weapon enemies are using or what's going on in the fight. So NPCs will tell you to jump on their sword even when they don't have a sword, but maybe this will change in Skyrim.
Either way, I expect Bethesda will try to cut down on some of the cornier combat taunts in Skyrim, as they'll probably figure that they wouldn't fit so well with the grittier feel they seem to be aiming for in Skyrim, though I certainly could be wrong on that acount.
For instance, Dunmer might switch to their native swear words like 'You N'wah' and have taunts based on their culture. And every Bosmer male will 'get the feeling you and I are to become very close' when taunting other males
I want to hear "Rip it apart!" in Skyrim again.