The variety in towns in Oblivion, every town had a Cyrodiilic feel but yet were all vastly different.
Skyrim: combat, after fighting in Morrowind and Oblivion, Skyrim combat was a relief and the variety in dungeons, each having their own little lore I especially liked.
Morrowind: Multi-choice guilds, made joining the guild feel more valuable, variety in armour as said before and making the areas not just the towns(Oblivion) interesting to discover.
The lack of voice acting worked well in Morrowind in my opinion because it allowed Bethesda a great deal of leeway when it comes to dialogue. Too much writing now becomes expensive for them having to hire voice actors, and as an added bonus, it made it so the discrepancy between the base game and mods are not as massive as it seems now (the difference between voiced vanilla and generally non-voiced, or poorly voiced mods for the later games).
For all of them, the creation kit (or game specific equivalent) has made the elder scrolls what they are. I doubt they would be quite as popular if not for the incredible modding scene the series has.
For voice-acting I say you're lucky as MMOs usually have too much dialogue for voice-acting except for maybe important people/events or cutscenes of course.