The tallest area that I can think of that has open access between levels is only two floors high. You can jump down from the top level to the bottom, but that's it. With all these dungeons, why is everything sprawled out in such a flat way? These things should go up and down more, have more levels.
I know the comparison to Zelda is getting old for some, but think about those dungeons for a second, some of them are over a dozen stories high, and there are often rooms that let you access all the floors in this huge, cavernous space. There's a very tangible feeling of going back and forth around the dungeon, but you also have to be very mindful of what level you are on. Skyrim doesn't have that.
Even if you are sick of hearing the word "Zelda," look at Morrowind. Morrowind had several big dungeons that had multiple stories with lots of moving up and down to get around. I dunno, I just have this feeling that Skyrim is essentially a 2D plane with huge variation in height, but only one really "floor" to play on.
Maybe the dungeons have more vertical aspects than I realize, but the lack of any access between the floors really doesn't create the sense that you are ever above or below an area that you've already been to. I find that 9 times out of ten, when I look up in this game, the only thing there is the ceiling or the sky. Nothing interesting to explore above your head.
Try it, go into any random dungeon and start looking around above you. Anything interesting? Take some screenshots if you see something.