The Dremora where much more talkative in Battlespire. I read some of the dialog over on TIL, and the dremora are quite intriguing! You have to kill them, but at least they taunt you and scheme. In Morrowind, the non-hostile ones just bad-mouth your character. In Oblivion, they are depicted as mindless demons incapable of coherent speech.
That's partially explained by the Dremora who gives you the Bands of the Chosen. He mentions they don't usually speak to mortals because they'd have nothing to say to their inferiors, but since the CoC was a true warrior and slaughtered so many of his Kyn, he was happy to speak to the hero.