I noticed that the quests in this game are a bit... 'jumpy'.
Like the MQ for example. You're a prisoner sent to Helgen, a dragon attacks. From here, Ralof/Hadvar direct you to Riverwood, whose residents press you to acquire aid from Balgruuf, who sends you to investigate these dragons. All of these things make sense, as you get a feel of 'mystery' about these dragons and everyone speaks of them so eerily and worrisome. From there it's... I don't know, I guess the Greybeards sort of fit in, but then it turns into a mess when Delphine, Esbern, the Thalmor, and all that comes into play. It feels misplaced to me.
And then in Dawnguard, which suffers from it the most, comes along. At first it feels like a genuine Vampire DLC, with Isran rebuilding the Dawnguard and Harkon trying to set his plan into motion. Then you find Serana, and lead her to Volkihar Castle... from there it's pretty much lost. Going to the Ideal Masters realm, then all that Forgotten Vale nonsense, those Snow Elves, and all - it just feels misplaced. It's no longer about the Dawnguard, nor is it about the Volkihar Vampires; it's about the Dragonborn and Serana trying to stop a prophecy.
I only played through Dragonborn once, so I can't say much on it... however I remember it had that same feel to it... it started to feel misplaced.