Firstly, you are the most important person in Skyrim by birthright. As the Dragonborn, you immediately have a massive claim to fame that makes you more capable of tackling Skyrim's problems than the College Archmage, Companion Harbinger, Thieves Master or Brotherhood Speaker, making those seem like secondary titles to be collected at your convenience.
Secondly, collecting various titles means nothing to the people inhabiting the world. Even if you've killed a Dragon God, the distressed miner of the day will still tell you not to enter that draugr-infested cave.
Thirdly, leveling detracts from the impact of accomplishments. If you're having more trouble fighting multiple draugr deathlords than the final boss, the balance of the world seems a bit off.
Fourthly, potential accomplishment is literally everywhere. MW and OB featured a lot of caves and dungeons that were realistically uneventful, whereas every other tomb in Skyrim features some form of "unstoppable evil that threatens the lives of the entire population of Skyrim!!!!!" There are so many powerful beings you're told to fight and kill that your victories begin feeling redundant very quickly.
Lastly, most major foes tie into quests. The one true "secret boss" in the game feels like an amazing encounter because you aren't directed towards him by some quivering peasant. Instead of feeling like an explorer finding ancient secrets, the world seems to have been already explored by NPCs, who just send you to kill the monsters THEY discovered. Rarely do you enter a dungeon not knowing exactly what you'll face at the end.