If there is one thing that sort of bugs me about the narrative part of the game is that no matter what race you are, usually nothing in particular happens differently. For example, how most if not all Holds frown upon Khajits entering the city, and I think to the point where they are not allowed in, yet as a khajit yourself you can enter when you feel like it without no one telling you to get out.
They probably did this on purpose for the sake of affecting gameplay, though maybe there could be minor awalk arounds out of situations regarding your race, but it still bugs me just a tad. Maybe someone else wonders the same?