I know when people are complaining about a supposed lack of roleplaying potential in Skyrim that I can safely put myself in an entirely different category than the rest of this forum. That is just complete and utter nonsense to me, and I have to say, if you feel like you can't roleplay in Skyrim, then you just aren't trying. You just expect the game to hold your hand for your roleplay style, rather than to actually require you to do something about it yourself.
You can't role-play in Skyrim, at all. It just doesn't make any sense to turn down the ability to become a werewolf no matter what role you play. I used to have, let's call them acquaintances for a lack of a better term, and trust me when I say, none of them would turn down the abilities you gain when doing the College of Winterhold quest-line, because it would make them better thieves, plain and simple. It's the same story all over the game.
Now, if I'm not mistaken, in Morrowind you couldn't join the Thieves Guild if you already were a member of a conflicting faction, and if you joined the House Hlaalu, you could, of course, not join any other houses.
That makes sense, that's how you role-play, there should be consequences to the choices you make. Basically nothing you can do in Skyrim has any consequence on anything in the game, apparently Beth even removed the feature of being expelled from a faction that were present in Oblivion.
Skyrim is a very enjoyable game nonetheless, the roll-playing aspect however, is just plain dull.