Oblivion had the same thatched roofs in the same places (villages). If you want to see whether technology advanced look at what the rich players have. The Blue Palace, for example, is far ahead of the castles in Oblivion. Asthetically it looks like a 17th/18th-century European palace -- at least on the outside.
The other thing to keep in mind is most fantasy media are terrible with technology. You'll see bronze-age stuff mixed with 19th-century stuff and everything in between. The Elder Scrolls games are a perfect showcase for this. Games are designed primarily by artists who create something appealing rather than realistic. My favourite Skyrim example of this is the upstairs area of Proudspire Manor. The ceiling is divided into four vaults with no column supporting the centre. It should fall down. Drives me mental, but I'll probably live.
lol
This gets back to a recurring theme of mine. The visuals in Skyrim are pretty good, overall. I can tell that the art crew did a good job of researching, well, not exactly what actual Norse styles of art and armor and such looked like, but they do show the influence of later nineteenth century representations of Norse culture. The horned helmets show that much. The actual norse didn't wear horned helmets, but they were depicted that way sometimes in 19th century art, so to me they did a pretty good job.
But so many other fantasy artists betray no sense of having ever looked at anything outside of fantasy art, just as a lot of comic artists appear never to emulate anything except older superhero comic book artists - and by "older" I mean artists from waaaaay back in the eighties and the like. This applies to science fiction as well. Why is the original Enterprise a classic piece of fictional design, while the ships from the later series stink? Quick - what did the Reman ship in the last Next Generation movie look like? What did the Romulan mining ship in the most recent Trek reboot movie look like? You probably can't picture them, just as I can't, and I'm willing to bet it's because they were designed by some artist with no experience outside the world of science fiction art design.
In contrast, the designer of the original Enterprise, http://en.wikipedia.org/wiki/Matt_Jefferies, had a background in drafting, was a flight testing engineer and restored old aircraft as a hobby. He knew how mechanical devices worked and was very concentrated on designing a ship that gave the air of being a functional, practical vehicle, regardless of the fantastic technology involved. Modern spaceship designs in most movies, however, look like the artist said "Well, these are the bad guys, right? So I guess I'll need to make their ship look scary. Better give it some spikes and blades protruding from the hull. That ought to work."