Umm, Skeleton Key? Shor's Bones, anyone?
Well played. Not sure why Nocturnal would have Shor's bone in her realm, though. Erm, that sounded a bit wrong.
The barriers to Oblivion are nothing but contradictory TES IV plot convenience. Pay them no heed. Daedra have always been able to meddle in the Mundus, if not threaten to destroy it.
Edit: As to your second question, because Skyrim's faction quests are bad and the TG is worse.
I think one thing we have to bear in mind is that the Nocturnal's shrines are sacred places dedicated to her. Limited manifestation through a cult site or sacred artefact is very different to randomly appearing in all her power and stomping things for lulz.
Also, I liked the TG quests, aside from being Maven's enforcer. Not as cool as in OB, but the link between thieves and their patron goddess was something worth exploring. Plus you get awesome daedric ninja armour.
There's also the fact that the Skeleton Key (in Skyrim) can unlock anything, as long as you know what you're looking for. Including metaphorical stuff. I wouldn't be surprised if it could unlock the secrets of CHIM, and I wouldn't be surprised at all if it could unlock the barriers between Mundas and Oblivion.
Interesting point. I wonder whether the key's powers are limited to Nocturnal's sphere, though. Raises the old question about the relationship between the Daedra and Mundus.