In Oblivion, you are simply a prisoner who gets a new chance at life. You are freed, given a shiny necklace and told to give it to a monk. You are then thrown into a grand plan to stop the war against the Daedra, and you become the 'Champion of Cyrodiil'. It may have been fate, but you are not the 'Chosen One', a champion chosen by the Gods to act out for them. Sheogorath himself says to the player "A mortal Champion, to wade through the entrails of my foes!"
Now, in Skyrim, you are an agent of the Gods. You are given the soul of the dragon, and your destiny is and always has been to defeat Alduin the World Eater. You are given God-like powers and recognition by the population.
So basically which do you prefer? Being chosen by the Gods, or becoming a champion on your own two feet? Both are equally appealing to me, to be honest.