Well, to be honest I've never felt any sense of attachment to any characters in Morrowind or Oblivion as well. Although to be fair I do feel attached to my companions. It seems like the AI has actually seen a downgrade since Oblivion though- for example, it appears that Jarl Elisif never goes to sleep, ever.
Towns are pretty empty though, I agree. It really svcks when you see the stall owners yelling "fresh fish!" over and over again, and they aren't even talking to anyone because the town's population is about 10 people.
Totally agree but even with companions, every housecarl says the same thing. In New Vegas each companion had it's own motives, quests, backstory, one could even change the main quest and some would leave you depending on who you sided with. You could unlock certain abilities and skills by helping them and such.