I've been playing TES since Daggerfall, I have a good understanding of it. That doesn't mean I agree with everything, such as explosives. I have no problems with antiqated machinary or even the Centurions. I have a problem with TES characters being able to lob grenades of any kind or NPC's lobbing them at us.
I have to draw the line somewhere, grenades and guns and explosives is where I draw the line.
You think about grenades as something modern, think instead about some Alchemy Warfare, automatic hand guns yes looks strange, but cannons on ships and forts is not take a look at Ship Design in TES they already have new parts from age when cannons become used, Redguard has them on ships, another thing where is all siege machinery gone?
Even Daedra use siege machinery, yes having squad of battle mages is great option but mage is not so many they are valuable, they need time for study and good training facilities like Battlespire, while cannon can be casted and be transported as well as trebuchets and catapults.