Oblivion didn't suffer from your "complaint" described above. If a city was under siege and in immediate threat of being destroyed, why wouldn't the character telling you about it seem urgent?
Why wouldn't anyone telling you to do anything ever sound urgent!? It's not like Brother Jauffrey is going to say, "Oh hey pall... I was just wondering if you could help me out with this little problem... This city over to the west is being attacked and is almost completely destroyed, and I would appreciate it if you could help me out by trying to defeat the attackers... But, hey, take your time! I'm in no rush at all. Go on an adventure for a couple of weeks or months man, I'm sure the city will still be there once you get back."
If nothing else, this thread has been an amusing demonstration of how many people don't bother to read through the thread before they write out the response that's already been addressed repeatedly.....
See.... there are a couple of problems with your justification here. Big problem #1 is IT'S NOT REALLY URGENT. No - Jauffre doesn't say, "Go on an adventure for a couple of weeks or months man, I'm sure the city will still be there once you get back." But you know what? If you go on an adventure for a couple of weaks or months, the city WILL still be there once you get back. And you know what else? The daedra will still have just invaded LAST NIGHT, the refugees will still be camped out along the road and Savlian will still be at the barricades, swearing to hold the daedra back.
And do you know why that is? Because it was deliberately designed that way. And you know why it was designed that way? Because the TES series is supposed to be open-ended games in which you can be anything and do anything, including be and do somebody who doesn't do the main quest.
So if you don't have to do the main quest - if you really CAN go off and adventure for weeks or months or even years and it has NO negative effect on Kvatch or the main quest, why DID they inject that sense of breathless urgency? Apparently because they were trying to inject a sense of urgency where no real urgency exists, in order to appeal to the people who want a game-on-rails. So they undermined the traditional open-endedness and freedom of a TES game in order to make it appear to be a game-on-rails, while trying to placate the sandbox fans by not really putting it on rails. And the result was that they pretty firmly failed to do EITHER ONE well.
So what are their options? I guess they could make Skyrim a game-on-rails, but, luckily enough, they haven't completely thrown that away yet. So the other option is to NOT make it a game-on-rails, in which case, please, for the sake of internal consistency and believeability, they shouldn't try to make it LOOK LIKE a game-on-rails.
And that's really the point of the OP and of most of the rest of the thread. The sense of urgency that surrounded OB's main quest shouldn't exist because the urgency really wasn't there, and that by design. It's an open-world game, so the main quest should be presented in a way that's more in tune with the open-world nature of the game. That's all.