Another common theme is that the creatures are not evil. They are morally ambiguous. Good and evil are said not to exist in Tamriel, the Gray Maybe.
But then I found http://www.gamespot.com/the-elder-scrolls-iv-oblivion/previews/the-elder-scrolls-iv-oblivion-qanda-overview-character-development-fallout-6111720/:
The story itself deals with the death of the emperor and a demonic invasion into this world from "Oblivion." Oblivion, in the Elder Scrolls world, is essentially hell. It's another plane of existence where the evil gods live. So the game takes place in both Tamriel, the land of men and elves, and Oblivion, the land of demons.
Oblivion is directly conflated with hell and Daedra are called evil.
Maybe I'm reading to much into this. The interview was meant for a general audience that doesn't necessarily have any knowledge of TES lore. Still, it seems lazy to make the comparison so stark and without any added nuance.
A slightly more careful answer would have been preferable:
"Oblivion is another plane of existence where certain divine beings live. While some of these beings are worshiped as gods by some cultures, they are also often considered evil. The one you will be dealing with in this game is almost universally considered evil."
What do you think?