I don't think having all the shops in Whiterun makes it too easy because at the beginning, you don't have enough money to buy very much even from one vendor. I only buy some of the cheapest stuff and I still can't afford to craft and enchant the best gear I can make with a full set. The vendor advantage only kicks in later on when you have a good deal of money and can make money from crafting and making potions. But at that point you would have found Whiterun already if you had started in Morthal.

What I like least about Morthal is the lack of carriages or boat out of the city. I try not to use fast travel so it makes a difference for me to have access to transportation.

If we add numbers of buildings in both games we find that towns in Oblivion are roughly the same size as towns in Skyrim, and in some cases are actually smaller.

I have no idea what you mean by "all in one game."

We should not count the Imperial City when we compare games because the Imperial City is a unique case in the Elder Scrolls series. The Imperial City is not the center of a province, it is the center of the Empire, the place from which the entire continent of Tamriel is governed. In this it is somewhat like Washington DC: the capital not of a state but of a country. As such it should be excluded from comparisons.

Me personally I would have loved the option to choose where you started from instead of Helgen.