Probably because Morrowind was made in a very foreign culture whereas Oblivion wasnt
It has nothing to do with culture. In real life wildlife is not affected by culture, and the same is true in fictional worlds. The only animals that might be effected are culture are domesticated ones like dogs, the word you want is environment, I believe, or ecosystem, maybe, not that what we saw in Morrowind or Oblivion counts as a functional ecosystem.
But anyway, Daedra are NOT the only non-real lifeforms in Oblivion, have you ever seen a goblin or minotaur in real life? I doubt it, probably because they are product of people's imagination, not Bethesda's imagination, but the imagination of people who lived long ago. Now the reason why in Morrowind you see many made up animals while you see dear and wolves in Oblivion? Probably environment. Morrowind and Oblivion take place in very different environments, so likewise, the animals you see there are different, it's kind of like how if you live in the US but one day go to Australia the wildlife you see there will probably be different from what you are used to. Morrowind was a strange world different from ours in many ways, and just as the cultures native to it seemed strange compared to our own, so did the animals. Oblivion, on the other hand, is an inaccurate clone of Medieval Europe with cat and lizard people, likewise, we see many real world animals in it, and the fictional lifeforms we see in it are mostly based on common fantasy and mythological concepts, so we get trolls and minotaurs and goblins, as opposed to what we saw in Morrowind.
As for me, I prefer Morrowind's setting. My interest in fantasy comes from a desire to see a strange world, to an extent this applies to science-fiction to, but it is more so in regards to fantasy, because in science-fiction you are seeing a world of the future, or maybe what the world could have become if certain events turned out differently, therefore, or maybe it is some distant part of the universe, but in the end, it is a world derived from real life, I still want it to be different, I still want to see something new, but I also want a world that could plausibly exist, with fantasy, you are making a world that is completely fictional, and therefore, I want it to be different from what I know, I don't want to see an inaccurate copy of Medieval Europe with different names, I want something new, that is why I didn't just go and look for a work of historical fiction. Now I still want a believable world, one I can connect to, but that's why you put people in the world, and while you give them different culture from real world people, you still make them have believable actions, and you give them things that happen in the real world to think about even while they are busying themselves with killing alien monsters, even though the world they live in is not real I still see something I can connect to.
Unless you've played a TES game before or read the book that outlines daedra, there's really not much way to tell if they're daedra or simply more of Morrowind's bizarre fauna. After all, if they got flying jellyfish, octopus-men, and dinosaur-like bipeds as their normal fauna, then the daedra fit in pretty well. And lots of daedra wander the Grazelands and Molag Amur regions away from ruins.
I could tell the difference fairly easily, the fact that all of Morrowind's fauna was non-humanoid, while most Daedra were at least vaguely humanoid helped, it helped further when you consider the fact that Daedra were immune to normal weapons, and besides, Morrowind'a fauna tended not to have any kind of armor or clothing or weapons, whereas Golden Saints and Dremora both had weapons, and most of them had Daedra hearts, that is a pretty telltale sign that they are Daedra, and then you see them in Daedric shrines, while animals tend to stay out of those places, I never once saw a Daedra and thought I was seeking any animal native to Vvardenfell.