Part of the roleplaying experience of Morrowind was feeling like a part of the world. However, Oblivion's world building (mostly procedurally generated), as well as that god-awful level scaling mechanic turned the game into a formulaic experience. In Morrowind, there were [many] times where I actually felt like I was part of the world. I could exit Rethan manor and cruise the streets of Balmora as Hlaalu grandmaster, and actually picture to myself "These are my people", because how the game so effectively wove many detailed aspects of every day life into their game. Though the world was actually static, the details brought out a sense of life and believability that, by contrast, was totally missing in Oblivion. Oblivion felt, from the moment Uriel Septim VII spoke, to the last day I played it, a game through and through. Thoroughly entertaining, but I could never have that deep connection, because they sold the world short of the details that bind it together as an 'actual' place.
Anyway, I'm starting to ramble. My main point is, you need to look at RPG mechanics, particularly character development, beyond your own character. As Todd Howard says, the actual main character of all their games, is the world itself, and Oblivion[Cyrodiil] as a character, was poorly realized.
This all boils down to opinion. Morrowind to me felt like a stale, never-changing world. Nobody ever ate, or walked around, visited the tavern, there wasn't an arena deeply-steeped in history, and character dialogue was as stiff as a dry plank. See how that's a defendable opinion as well?
Also, to the poster that said TES isn't RPG.. LOL!