Doesn't really bother me much, my immersion isn't so easily broken.
I admire you. It takes a real badass to believe in his character when, as the Archmage of the College, he's being advised by a member of the College to sign up for some lessons. At the College.
Or when you, as an Officer in the Stormcloak army, are being dressed down by a Stormcloak. Soldier.
Or when you, as the Harbinger of the Companions, are being told by an ordinary Guard, who obviously is aware of the only other military organization in his hold, that you must be *that* useless new guy.
Teach me, master. I want to bolster my immersion.