Bethesda removed classes because they wanted to take an approach where you actually be who you want to be. If you use daggers a lot, you will get better at daggers. You play how you want, and your character gets better at what you do,
like he would in real life.
This is a good idea on paper, but simply won't work. We are playing an RPG game. There is no way us gamers are going to just play the game without paying attention to stats, and just do what we feel like while our characters levels up according to our "personality".
Without any limitations and things to define our character (classes,) we will all find ourselves switching from a sword to bow, because our marksman skill isn't high enough, etc.
Putting everyone on a blank slate is not a good idea on an RPG game, even though in theory it would be a great immersion feature.