I think Skyrim would be just as fine as any other place really, it's just up to the devs to make it interesting. Each province has something really cool to offer if they are done right.
I don't know why people stick to this 1 province per game deal though. I mean Oblivion was the only one that did it, wasn't it? I sometimes think that's kind of boring, I'd like to see something like Daggerfalls way, or even Morrowinds. Just focusing on a specific region in the province, that way it wouldn't feel as bland, the scale could be much bigger and make more sense, and modders could fill in the rest of the province if they wanted to.
Arena is all of Tamriel. Daggerfall is in the Illiac Bay, which consists of part of High Rock and Hammerfell. Morrowind is on the island of Vvardenfell, a region of Morrowind.
The reason that people would like to see one province is because the game can be made with greater depth and detail. Arena and Daggerfall were huge, but boring since it was all computer generated and bland. Sometimes bigger isn't better.
And in my personal opinion, since the world is much larger than portrayed in game, more than a single province would make the world seem small.