I hate the fact that I can go into a shop or other establishment, fight someone, and the guards outside somehow automatically know what I'm doing. I can go with the "They heard the commotion and went inside to see what the deal was." But I can go into a place, sneak up on someone, kill them without a peep from them, and somehow a guard 300 ft. away automatically knows a crime has been committed. In contrast to my goody two-shoes character that I normally play, I've offset that with by creating a DB/thieves' guild character. Why does it have to be so hard to be bad? Hahaha.

I have not experienced what you describe. I played through the Dark Brotherhood questline with one character, and I often did my assassinations inside houses. I found that if I was patient enough and skillful enough I could do my assassination and exit the house and no guards would bother me. However, I made absolutely sure that the NPC was not aware of my presence beforehand. And it was always a quick one-shot kill, over and done with before the NPC even knew what was happening. That always worked for my assassin. *shrugs*

Skyrim is a vast improvement over Oblivion when it comes to stealth mechanics, in my opinion. In Oblivion, noiselessly touching a fork on a table down in a basemant, out of sight of anyone, could potentially cause a guard to appear in front of you, magically, as if out of thin air. You want to talk about mad? Now that was enough to make a person mad.

I have not played Fallout 4 so I don't know if Bethesda improved upon Skyrim's stealth mechanics in that game. Skyrim's stealth might be better than previous Bethesda games, but there is always room for improvement.

Keep in mind stealth damage with anything other than dagger for melee weapons make noise. Daggers you can pull off one shot stealth kills without alerting anyone else so easily as any other melee weapons. I've tried other melee weapons in bandit dungeons and if I take one out with a sword and others are in the room, I find that sneak eye opens right up.