Morrowind was pretty colorful in certain regions; the Telvanni towers come to mind. So I think it actually was mostly a design choice when other areas were browner and grittier. And personally, I always thought that Oblivion had very boring colors. I mean, your win-screenshot is from Shivering Isles, which is a completely different story (a story made of a lot of awesome). Cyrodiil didn't have overly bright colors, and often (especially in the distance) it looked very grey and desaturated. And the spots of color they put in somehow seemed very unnatural. For example, Cheydinhal was
purple. That looked very strange. And Leyawiin was colorful but somehow it still managed to be the most depressing city in the game. Like a sad clown.
Oblivion seemed like it could be http://www.gamefaqs.com/pc/924363-the-elder-scrolls-iv-oblivion/images/gs_screen-156
I wish I could make Oblivion look like that. Seriously, I think that screenshot looks better than the green forest screenshot from Skyrim. And I recently watched the E3 video that featured this scene, and I thought "This looks so good! Why did it never look so good in my game?"
The textures are the same, but I think the lighting is better somehow. More contrast in it, or something.
Ah, concerning Skyrim: I like the look a lot, so far. It's colorful in all the right places. And I think those forests look very beautiful.