When going out of a "indoors", enemies doesnt go out to kill you. In Oblivion, when you tried to escape out, all the alerted enemies came out and follow you. Sometimes you had to run long away and go in a city for dont being eated / smashed for a boss. In Fallout you fell safe when you go out from a place and then can you prepare and go in again. I hope Bethesda go back to Oblivions AI behaviour in Skyrim.

Not always true. Enemies have often followed me from one cell to another and from inside to out/outside to in. It is a bit hit-and-miss, though, and strange things can happen - an enemy that is a long way behind you can suddenly materialise right in front of you if you exit the cell.

I have often had Mercenaries follow me into a building, I look to the left or right and they were standing right next to me, exit promptly to the ones I was getting away from, enter promptly back in to get away from them, taking shots all the time ... did they also follow me out, probably, it was all happening too fast to say for sure ....

I find the AI opponents in Fallout3 to be more unpredictable, and consequently more challenging than in Oblivion. Both good AIs, but the FO3 with guns are more tricky I'd say.

Maybe it's a big in your game, in my game they'd probably follow me to the end of the Earth. I pissed off Lucas Simms and he chased me all of the way to Rivet City.

Lucas Simms is a special case, you can't really use him as an example. He has the ability to pass freely between cells as an independent character, whereas most characters in the game don't work that way. If a creature/character is created from a leveled list, which is most of them, they have no Low-Level Processing. Which means they can't exist unless you're in the area as well, and they can't pass from one area to another unless you're also there.