If I wanted to wander around in pitch black dungeons designed with no apparent rhyme or reason, I'd still be playing the games from the 1980s that offered these.
As for combat, I'm a real basic combat person so the TES implementation suits me fine.
This about sums it up for me as well, although I personally wouldn't mind having pitch black dungeons.. I might actually try that in a new playthrough soon. It is also true that the dungeons of Skyrim are somewhat the same where you enter, get to the end and either find an exit there or the dungeon takes a U-turn back to the entrance but I don't mind it myself.
In terms of actually getting scared in dungeons, I've never felt that way in any dungeon because these games don't have any scary elements (I never played Morrowind though), though I haven't gotten killed plenty of times in a few specific ones because of the types of enemies that were in them and the fact I was high level. I might get spooked here and there if I install a mod to make them darker but until I try something like that out, they don't come off to me as scary.
