It looks like most people are okay with videos of dreams and visions given by the daedra princes and such. It's just the type of cutscene where your control is taken away completely and things start happening that doesn't really fit in TES.
Most is a deceptive term, it doesn't really indicate much. I'd say it's still a minority, just going by a poll, the majority (~ 57%) have said no, (~30%) have said maybe and only (~14%) have said yes. That 30% is likely going to mainly be those that don't mind the dream sequences. Maybe some people that voted no still wouldn't mind, so it's hard to go directly off of that, I wouldn't MIND having cut-scenes like that, however I'd prefer not too. I'd rather have it so you are pulled in your dream state to where the Deadric Prince wants to show you while the prince talks to you telepathically. With you having been summoned there as a kind of of intangible and unseen spirit. For example if there was a Daedric revolt and the rebels toke over somewhere, you'd see the invaders slaughtering the residents and talking to each other... while the Deadric Prince is talking about what they want you to do or who they want you to kill in some far off revolt or battle... after all in Half-life and Half-life 2, while cut-scenes might have given a slightly more "epic" feel for the scene, in those games you got more of a feel of the games and it pulled you more into that world, worlds aren't epic, they are normal. All that said tho and honestly speaking, mixing the two together, IF done right could be better then either of the two separately.
Maybe I'm misinterpreting the poll. I take cutscene to mean story exposition sequences in which characters talk to each other (and not necessarily out of engine), which are essential to me for a strong main story.
Cut scenes are not necessarily out of engine, however what they are is an entirely directed sequence/scenes, player control over the PC is removed complete and sometimes if you are lucky, you get dialogue or action options (but generally rare at that). On the other hand, what would suit Skyrim much better is what Half-Life 2 had, http://www.giantbomb.com/scripted-events/92-2039//http://en.wikipedia.org/wiki/Scripted_sequence, where you can move around and interact in various different ways and watch things going on from different angels. Half-life 2 did these right, other games do scripted events badly wrong, for example making it so that a war based FPS that you can't kill a sniper or a guy with an RPG even if you head shot them 100 times, just because he is meant to kill somebody later on, it's better to let those guys die if they have been killed then hold it up for the scripted event, the former just makes it unrealistic, the latter keeps things a bit more real... that said, if you don't want the player to kill somebody, don't let them. Remember how Empire Uriel died in Oblivion? while not the best example since it froze the player (just disabling weapons for a few seconds would have been nicer) still, it's better then just making guys invincible until the events finished like many poorly made but popular war-themed FPSs seem to do.