How about because I like exploring? Note, I said exploring, not running around in circles trying to find a specific place with only vague clues. I like going off into the wilderness and finding places. I like dungeon-diving, Daedric shrine hunting, stumbling across small settlements, landmarks, and quests, and general open-endedness. I don't like my questing to feel like a chore to find a specific place. I also said I wanted to do stuff, not have the "bad guys" automatically killed. I want to dungeon-dive for a quest that involves dungeon-diving, not search with few encounters, excluding wildlife, little loot, and little variation for the dungeon and find out it's puny and not worth the trip.
I love exploring, but trying to find a place as I mentioned for a quest is not what I consider exploring. I specifically already stated I love exploring but that I want aimlessly running around to be for the sake of aimlessly running around, not for the sake of aimlessly aiming for something. My question is why do people take my reluctance to run around the map without knowing where I'm going as a dislike for exploration? May I ask you what's the point of an open-ended map if you think exploring must always be a side thing that occurs while you're trying to focus on a quest and not just an option that's there? I explore very much, but when I'm trying to do a quest, I'm trying to do a quest. When I want to explore, I'll explore; when I want to quest, I'll quest.
As for immersion, your sense of immersion is porbably different from mine. I find enjoying what I'm doing to be far more immersive than being forced to explore when I want to do a quest. If I don't find something fun, I'm not immersed. When I'm having fun, I lose track of my surroundings, as I always have in Oblivion. My personal opinion is that Oblivion is a more immersive game because that's what I've experienced. Running around the same landscape searching for the same type of location for the same type of kill or fetch quest as always doesn't immerse me. It's the reason I get bored and turn off a game. I'm trying to play a game, and I expect gameplay. If I'm doing a quest, I expect to do a quest. It's as simple as that.
Well, thats why I said to make the map markers optional, but to also have written and spoken directions. That way both sides win. People like myself who like the challange of searching to find what we're after can disable the markers, yet still have directions as to where to go.
The problem with Oblivion, is that alot of quests have no notable landmarks of writting/spoken instruction and solely rely on quest markers.
I understand that some people like yourself may not enjoy the feeling of being lost in search of something, and thats ok. What I was getting at is to make both styles of play possible.