So let me get this straight. Kvatch is burning, people are dying, the daedra are invading and you want Jauffrey to say "Well, dozens are dying and you can stop that OR you can go help that lady over there gather some flowers for her bouquet. The choice is yours."
Add to that the fact that if Martin dies everything will go to hell, literally, and you want things to be like "No biggy man, take your time, sure, the only person that can save our world from hellspawn is in a church surrounded by hellspawn, but you just take your time, perhaps go for a drink or sell some veal, go swimming or repair your armor."
That is completely nonsensical. In neverwinter nights you also had the quest giver say something like "You must hurry to that inn and save our agent. Quickly, GO!" but you didn't have to hurry at all and you could do 10 quests before continuing to do that one. Same thing for Morrowind and I'm sure many other open world games, if not all.
I mean really, out of all the flaws Oblivion had, you picked this one, which isn't a flaw to begin with...
You seem to have completely missed the point.
Let me see if I can explain this with a visual anology:
Morrowind's main quest was like a meadow with a bunch of rough paths wandering through it. Some of them were relatively clear, others were very faint. And at any point, it was easy enough to leave a path and wander around a bit, then pick it back up again somewhere else, or follow another path for a while, or double back and pick a new path entirely, or whatever. But if you followed one or another of the paths far enough across the meadow, it would eventually join back up with the other paths and it would all come together at one final point on the far side.
Oblivion's main quest was like a meadow with an enormous sidewalk slammed down in the middle of it - a straight shot from one side to the other. Sure - you could leave the sidewalk if you wanted to, but it was still there, and there were no other paths at all. All you could do was wander around a bit out in the meadow and try not to notice this gigantic hunk of concrete that ran right through the middle of everything.
Nobody's saying that Jauffre should've said, "Oh... just ignore that huge freaking slab of concrete running through the middle of the meadow." We're saying that
it shouldn't have been there in the first place.
The art of creating a main quest in an open world game is laying it out so that there are any number of side paths and open spots and directions one can go, but each path sooner or later ends up joining up with another path and they all, sooner or later, end up at the destination. That's a thing that Morrowind (and Neverwinter Nights, and Baldur's Gate, for that matter) managed to do. That's a thing that Oblivion failed utterly to do. The only choices in Oblivion were to follow the straight-arrow shot along the sidewalk or try to make believe that it wasn't there.