And they probably did; but had reasons not to include it in the release.
Yeah. The mods did it for Oblivion, kind of. But think of the problems they have:
1) The mod "Immersive Interiors" takes lots of time. But with a few devs working on it full-time it probably can be done on not too long. With an upgraded Creation kit, it may even go a lot faster. Still, it's definitely something really nice to have in a game and worth spending a little time on, I think.
2) The mod "Reneers Interiors Mod" is very buggy. It's a great idea it seems, but it needs quite a bit of polishing. Bethesda is smart so they should probably be able to pull this off, right?
Two pretty good ways of making you see through windows while still having seperate cells. I hope Bethesda at least has considered this and looked the mods up.