While the Elder Scrolls is fantasy, so tech stagnation is to a certain point a part of the setting, am I the only one surprised at the tech stagnation TES experiences?

It's been two centuries since Oblivion and technology seems stuck in the same place. Everyone's still clobbering each other with blades, maces and axes, deflecting blows with metal or leather armors, the spells differ in marginal ways. There's no sign that anyone's developing any kind of technology, much less adapting old ones. Skyrim designs are very similar to those in Morrowind and Oblivion or even worse in certain aspects.

Anyone else bothered by this?

Not at all, the whole point of the game is that this is not our world and adding technology would ruin that

Plus how advanced can you become before you invent things like guns which will ruin the series

No, because there is no such thing as a 'natural progression of technology' on our planet, so why should there be one on Nirn?
It is a widely spread myth that things only get better and that one improvement leads to the next, which comes from our human tendency to see things in the shape of a story or narrative.

New technology needs to be both in the right time and at the right place for it to take off.
The ancient Greeks knew steam power, but they didnt develop an industrial age, as their minds and culture were just not geared towards such change.
They used it to power toys.

Examples of such things can be found throughout history, where things that in our culture directly led to other things, such as Babbage's differential engine led to computing,
in other cultures at other times such advancement led to better naval navigational tools or a horoscope calculator, but not the computer.

And there is that technological homeostasis rooted in the late renaissance, such as we see on Tamriel, makes sense in a world powered by magic, if you have battlemages that can cast fireballs you dont need cannons. They have gunpowder by the way, but due to the mechanisms I described it is highly unlikely theyll invent a gun. Just like the ancient Chinese didnt.

No, this question comes up every now and then and there are many possible explanations for it. It could be fear for the technology the Dwemer had and the faith they suffered. It could be financial, why invest in technology when magic can do the same and cheaper? It could be control, why would the elite invest in technology where everybody could have it instead of magic which is an enemy they know and already somewhat control? It could just be that because it isn't necessary nobody has gone looking for it. Perhaps the Daedra stop technology.

But what's also important is that you don't underestimate the technology that exists.

Space ships, ways to travel the moon, travel systems where you can travel hundreds of miles in mere seconds, they are capable of building great and large buildings, they have windmills and can at an astonishing rate produce large amount of medicine. The technology isn't all that bad.

I'm not really bothered with the lack of technological progression, being that the Dwemer were primarily responsible for the advancements in technology. It would be nice to see a new occasional innovation like the introduction of the halberd or irrigation systems in farming, but it's not a big priority to me. You also have to take region into consideration, it woukd make sense that Cyrodiil, the center of an empire, would be more technological than a feudal province like Skyrim.

Tech advancement (that is, scholarliness and open attitudes towards magic and theosophy) tends to go backwards in TES. It's a common RPG trope of yearning for a bygone "golden age". There are plenty of exceptions to this rule, however. But most of the interesting stuff goes on behind our backs: have a look around for some Dreamsleeve transmissions, for instance. They tend to exist outside of linear time.