The main reason I'm hesitant is that I think it's a bit silly that you're allowed to roam inside major cities when all other khajiit are barred, even before they know you are dragonborn. I could quite easily just not enter any cities, were it not for the fact that I intend to roll an archer, who simply has to enter them to buy arrows. And it's not like you can cover your face with a mask and pretend you're human/mer, because of a little thing called a tail. You may think this is pedantic, but I care about things like this.
Second reason is that most khajiit are pseudo-philosophical gypsy skoomaheads . Their culture isn't very appealing to me, but that's only from what I observe in-game, as I know very little of their lore.
Third and final reason: in Skyrim they look like masked humans with a tail glued on. I liked their looks better in Morrowind.