Khajiit are my second favorite race in Skyrim. There need to be more Khajiit in this game! I don't know how many were in Oblivion or Morrowind (I never played them...) but I know there aren't many in Skyrim. But I guess it makes sense since their homeland, Elsweyr, is on the other side of Tamriel.
I plan on making a Khajiit character soon.
On Morrowind there was a Orc who thought he was a Khajiit and was VERY kind if you happen to be a Khajiit yourself. I believe he will give you Moon Sugar being the pal that he was. As for real Khajiits, it may be my brain playing tricks but I recall being much more of them though they were still quite rare. It was mostly Imperials and Dark Elves but you often can find your favorite race *somewhere* unlike on Skyrim. I honestly can't recall seeing that many High Elves on Skyrim now that I think about it...It was just nords everywhere.
Then again to be fair, on Morrowind Khajiit were a common race to be used as slaves. So you often can see one wearing rags in a tavern with his master.
As for Oblivion, I honestly couldn't get into it so I can't say. A shame really as I have the game of the year edition but it felt too kid-friendly compare to Morrowind. I only play Skyrim because it was clearly made for casual gaming where Oblivion have that horrible leveling problem.
It may be the nostalgia talking but if you don't mind the papercraft looking graphics I think Morrowind was generally the best game in the series. It was so balance imo. With enchanting and alchemy you can turn the game into easy mode while at the same time quests weren't spoon feed to you.
How embarrassing this may sound, I have no clue where moon sugar come from. :<