I've always believed that it's not about the destination when playing a TES game, but the journey. So I've always played past TES games like this. Strategically planing my char's route on a daily basis (if say, he's going on a day hunting/fishing trip to get fresh meat for the household), to a couple of days (if he's doing a favor quest for a local NPC and does a bit of dungeon crawling along the way). To a couple of weeks. Say he's got to head up north to investigate a dwemer ruin as part of a faction/favor quest. Or perhaps even daedric quest.
Then I make him pack for extra clothing, camp gear, food & supplies etc. Then take a strategic carriage route from hold to hold to minimize distance he has to travel on foot as he's overloaded and doesn't have a horse. If there are any pending quests/favors etc. in the vicinity, my char will attempt to do those as well, provided they don't take him too far off his route. This goes for investigating points of interest on the map. Like making note of where dragon mounds are located. Or alters where rouge mages and necromancers may gather for seasonal holidays (dictated by a mod).
A couple weeks later on the way back home from completing his quest objective, he'll stop at as many holds along the way to trade his dungeon loot with city hold merchants and khajit traders. And pickup some HF clothing and toys for his kids. If his inventory is light enough, he might even do a bandit bounty or two on the way back....
IMO, this is the only altruistic way to play if you truly consider yourself a sandbox, immersion role play gamer. I'm really glad you're allowing your char to take the time to "smell the roses" along the way.
I'm currently playing (or have triggered) all the major faction quest lines (the DB, TG, triggered Civil War quest line, DG DLC so vamps are running amok in the land), finally built Lakeview after a tedious but satisfying process of gathering and saving for raw material, gained admission to the Mage's College (as part of optional quest requirement to trigger the DG DLC) but haven't done any faction quests for any mages yet.
Been doing many favor tasks and quests to earn the Thaneship of several key strategic holds which will be important in the Civil war quest later. I also have a heavily modded game to further enhance this experience. So mods like CWO & Immersive Patrols make it more challenging for my now Stormcloak Nord battlemage (who is a spy) to move around on the open roads in his Stormcloak uniform.
Even if he wears neutral clothing and armor, the CWO mod puts the Imperial faction NPCs, hold and city guards on high alert. So my Nord runs a very high risk of being recognized by Imperial patrols, city and hold guards. And sometimes the staunchest of Imperial citizens. So this makes the game extremely challenging, unpredictable, and lot more fun IMO. So his Stormcloak status forces him to sneak about Imperial cities and holds under the cover of darkness--which is perfect for developing his DB and TG stealth skills
I think mods are the best when it comes to enhancing this non-linearity of the faction quest lines more. Mods like CoT, Frostfall, Battle Fatigue & Injuries, First Aid, Wet & Cold/Wet & Cold holidays, Hunterborn, RWS, IMCN or RND, Private Needs etc etc. All of these realism mods force your character to eat, sleep/rest, bathe, take shelter from the elements, cure themselves from sickness/disease, acquire minor to grave injuries which require healing from certain NPCs throughout Skyrim (or they can die from battle wounds) etc. Then you've got mods like Enhanced Blood which makes that dungeon crawl, or bandit bounty hunting quest that more realistc as your char gets bloody/dirty etc.
Basically, mods make playing multiple faction quests simultaneously a very challenging and fun experience.
But getting back to your post, I suspect that only the achievement oriented and goal/trophy obsessed gamers (i.e. the kind who believe gaming is only about how fast you can "beat" the game in 5 mins) tend to play the game in the boring, linear fashion in which you've described.