Indeed.
I also thought that the book Tamrielic Lore was really nice. I personally think many of the artifacts in there should be seen a return in Skyrim. It's "lore-friendly", despite them being in previous games, since they are known to be lost again and again...
"The following are notes I have gathered, over the past centuries, of items of unimaginable significance. All have been seen, owned, and lost, again and again throughout Tamriel. Some may be myth, others may be hoax, but regardless, many have lost their lives attempting to find or protect these very coveted items."The first time I played Morrowind and I eventually had discovered quite a few artifacts, I then stumbled upon this book and realized "Oh! Some of these artifacts I already have are in this book! What if the other artifacts named in here may exist as well.... hmmm".
Because of that, the book itself kind of becomes an artifact, making you realize there are more great legendary treasures out there.
So, I would really like to see this Tamrielic Lore book return, and many (if not all) of its artifacts as well
But if Bethesda doesn't do this, I would at least want to see some other kind of book... that keep some mysterious references to legendary artifacts.
Apart from all this, I also really liked some of the rumours given about artifacts in Morrowind. The sunken daedric ruin for instance... really liked that!