Again, you're doing it wrong... and blaming the game for your own problems.
You can make sure your character is a trained swordman by... hmmm... using a sword instead of a mace?
Yeah I can do that. The problem is that I get the impression my character was born yesterday, without any special traits or skills to set him apart from any other Dunmer that any of you make, other than the exact angle of his neanderthal brow or the type of lips he has. He's lived a life before getting pushed into that cart in Skyrim next to Ulfric Stormcloak, at least in my mind.
There's also quite a few different cultural weapon and armor in the game, even if you just cannot find them. Oh Morrowind lacks of good armor from Elsweyr, now I cannot RP my character properly, this game svcks...
When I start a new character he either uses the Nord-inspired leather/hide armor, or the Nord-inspired iron/steel armor, or the Imperial armor. When he levels up he uses Dwemer armor, or Ayeliad armor that ha snow been bastardized as Thalmor armor. When he levels up again he wears Orc armor...you get the picture. There really isn't that much choice of what to wear, there's kind of a very linear system of progression to the types of armor you can wear. Iron armor is tier 1 heavy armor, steel armor is tier 2 heavy armor, and there is only one or maybe two different armor sets in each tier, and for the most part the low tier stuff is just as Nordic looking as the last thing I was wearing. If I roleplay as a Dunmer who hates Nords you can see his issue...
Same with weapon and spellmaking you have to go with what you have, I cannot play a spearthrower? The Elder Scrolls Morrowind is the greatest game in the history of the universe., it ruins my planned RP. Also I cannot make a firewall or a spell where I could spread fire and it would remain there, so I cannot RP an arsonist who burns houses for kicks? This game svcks.
There's a difference between pining for things in past games that were taken out for no good reason at all, and thinking of virtually any situation and wondering why Bethesda didn't predict it and act accordingly to implement it.