We didn't save the day in Oblivion. Martin did. Sure, we helped, but it was Martin who broke the amulet, summoned/became Akatosh, banishing Dagon's avatar and totally ending the crisis. By the end of the game, and in the eyes of the people of Tamriel, Martin was the hero. We were the side kick.
Either way, if I want to make an effort to be everyone's hero, the avenues should be open for me to do that.
The problem is that, unless I simply ignore the main quest, there is no way for me to decide to be selfish and decide to help myself out while screwing everyone else over.