It has nothing to do with classes for me. I find skyrim lacking much more depth then Morrowind, and even oblivion (in terms of the RPG system). What I find shallow about skyrim are many things. Every character runs the same speed and jumps the same height, unless you wear armour, then your speed is slightly reduce but that's it for that department.
Now if I had a high elf wizard that used magic for 40 levels and no weapons, and also had an orc that used two handed for 40 levels, but didn't use one handed and they both picked up a two handed weapon, they both do just as much damage with it. If there was a strength attribute, then my orc should be much stronger then my high elf wizard just from using skills that would increase his strength, so he should be able to be more effective with a two handed weapon, regardless of his experience using them. (he should at least be better then a high elf mage whos never done melee combat in his life).
For me, whats really the most shallow is the lack of attributes, and the amount they added to the depth of your character.
Also the factions in skyrim are a joke as opposed to the other games. They're literally 5 missions long, with a few radiant missions in between. There is no rank system in the guilds, you don't get promoted or anything, and after 2 missions you find out you're the one and only chosen one meant to save them.
The only faction with redeemable qualities to me was the thieves guild, they actually felt like a guild.
You cant fail any mission in skyrim (besides some radiant missions, but no loss there that doesn't meant [censored]) because everything has been made idiot proof for people who screw up their characters.
Overall, I think Skyrim is a better game then oblivion, but not Morrowind. I agree, Skyrim has much more atmosphere then oblivion did (which had almost none), but still cuts er short on Morrowind.
Ive put over 2000 hours into skyrim, It is a good game, but definitely not close to the best game ever or even best RPG. It has less RPG elements then the last iterations of the elder scrolls, and some people may like that, but I am a hardcoe RPG fan, I love everything RPG. Im not trying to bash on skyirm, I still think its a great game, but it felt like it could have been soo much better if they kept some of the old depthness of the old games.