Not to mention, QA, is that the former two don't force complete urgency down upon you, as the latter, OB, does.
DF: Took about a decade in canon. So in that time, you played the political game and did things to keep food on your table. To everyone, you were some regular guy. To the royalty, you were a pawn for them to play with.
MW: Shorter canon-wise, but your commander would tell you to occasionally do some of the MQ and keep your profile clear by adventuring, climbing the guilds and factions, and things other than MQ. It was pretty much "okay, I need this book. *days later* Thanks for the book, here's some money. Now buy yourself some nice things, and keep your cover; it'll be a while before before I digest all this information." You were an undercover agent, who job didn't require them to do everything immediately.
OB: ZOMG! GET THE AMULET, SAVE THE WORLD, MADMAN ON THE LOOSE AAAAAAAAAAAAHHH!!! You had to save the world, or else everyone dies. No room for fun time, daedra were knocking on the city gates.
This pretty much describes my feeling on the situation. In MW I didn't mind having a set story laid out, becuase it was all designed to let you do what you want. Caius actually tells you to go and do other stuff to keep your cover. In Oblivion I always end up running the MQ ASAP becuase it's what my character would probably do, heck it's what I'd do in that situation. The other thing is that MW never gave you motive, and never even really forced it upon you. You could just dump the package and the orders in the bays of Seyda Neen and walk off into your own life. Having that choice is the difference that counts. Having something forced upon you is never going to lead to a completely enjoyable experience, just having it a little grey can help it be more palletable.