I haven't played Oblivion in a while but I'm pretty sure nice little idle lines like those were nowhere to be found in the game, or at least were far less frequent. Definitely would want them back in Skyrim. It's a trivial request, I know, but all of these nuances in character dialog really help to make them seem more human. Deus Ex comes to mind, where enemy troopers had lots of idle lines: they'd start humming to themselves, or make offhanded remarks about recent events.
Some of these were scripted, but many were not - and there were many times when I was poised to KO them with a crowbar when they suddenly started whistling and I simply couldn't bring myself to hurt them. It made characters seem a lot more human, if you ask me.
*runs from "IT'S SUPERFLUOUS" replies*