I think they are going for a more natural feel, like when you are looking at your birthsign or skills, you look toward the sky and look for your horoscope out there, or when you want to look at the map, you look at the ground and the camera pulls back to show the whole map, and the rest...
I like it!
I don't know, needing to look up at the sky to know how good you are at swinging a sword doesn't sound very natural to me...
Although I suppose having a menu that actually feels like something your character can physically look at instead of just something that's only there for the player's convenience is difficult when you don't have a wrist mounted data storage and display device. But I'm actually fine if they don't do that above all, I want menus that are practical, clearly displaying all the information the player need in a manner that's as conveniently accessable as possible, now, I'm not saying going with a fancy design for the menu or trying to make it as "immersive" as possible is a bad idea, really, I'm fine with that, I just feel that designers should focus on making the menu perform is function well before worrying about the design.
Though my main coucern with Skyrim's menu is how well it will work on the PC version, we've all heard the criticisms on Oblivion using a console-oriented menu even in the PC version I'm sure, so I don't think I need to explain the problems with it. And yet despite this, and the many mods that aim to correct it, Bethesda made no effort to fix the problem in Fallout 3, will they in Skyrim? I don't know, but what information I've recieved on menus so far doesn't make me feel optimistic about this. I fear that, once again, I'll need to wait for mods to get a menu that feels right on my PC monitor.