Skyrim just isn't on the north pole. So a frozen ocean would make no sense at all.
I really don't get why people expect Skyrim to be some frozen wasteland. Skyrim is just in the north of the continent of Tamriel, but there's a whole continent to the north of it: Atmora. Now if there are places that are a frozen wasteland, then it has to be on Atmora, not in Skyrim.
Skyrim has snow, but it's basically there because Skyrim is a relatively mountainous region.
I really don't get why people expect Skyrim to be some frozen wasteland. Skyrim is just in the north of the continent of Tamriel, but there's a whole continent to the north of it: Atmora. Now if there are places that are a frozen wasteland, then it has to be on Atmora, not in Skyrim.
Skyrim has snow, but it's basically there because Skyrim is a relatively mountainous region.
This is more or less what I came here to say. That, plus: no penguins. Doesn't fit in with TES lore.