I think the integrity of the amazing world they have created is very important. It's one of the few gameworlds that I can lose myself in. Throwing all that away just to include some cool feature would be sad, I'd rather play with the feature in another game that I don't care so much about.
Still, I can't see this being an issue very often. Gameplay mechanics are usually quite neutral on lore.
Maybe including some major spell effect that's never been in the game before would be difficult to pull off, but you could always integrate it into the game, for instance as a new discovery at whatever the Skyrim mages' college is. Would be nice to have a magic university that actually does research for a change.*
Let's hypothetically say that dragon riding contradicts lore (I'm aware of the discussion above, it's just an example). Let's say the developers want a dragon-riding experience in the game. Easy solution is to think up some other winged mount that has some kind of magic attack. Put it into the game, never mention 'dragon riding', and wait a little while for those who wanted dragon riding in to realize that they have something that is functionally identical. Everyone's happy.
*...or drowns in paperwork, money-wrangling and other beuraucracy, which seems to be the way universities are going, at least here in Denmark