"The wrong choices?"
Choosing to level Smithing instead of Speechcraft is no where near the same thing as choosing to move your Rook into a position that clearly exposes your King, nor is it the same as going into a game like Final Fantasy and constantly attacking the Fire Demon, who absorbs Fire as Health, with Fire Spells. That's a "wrong choice." A "wrong choice" in the single player campaign of Mass Effect is shooting at the dead body in the background instead of shooting at the fully healthy Atlas standing right in front of you.
Choosing to level a mechanic given to us in the game should never be a "wrong choice," especially in a game set up like Skyrim, ever.
If I choose to level Smithing, or Stealth, or Alchemy, the game should be balanced according to what I can do. I should not be balancing myself in accordance to what the game can do. Because then I'm not the one in actual control. I'm not trying to overcome what the game throws at me, I'm making it so that the game has a better chance to overcome me.
And as far as Khajiits go... they don't allow traders in... yet they never stop to ask if I'm a trader, ever.
....WoW that was actually a very good argument about game balance. Very well done. Also, I just spoke to Ysolda, the one who tells you about khajiit. She acts like she's talking about ALL khajiit. She says many of them turn tk drug dealing and smuggling, and a few bad apples spoiled the BUNCH, implying that she's talking about all of them.