I think the "shallowness" comes from them relying many times on the radiant quest system which is a good concept but just isn't fleshed out enough.

It was better in Daggerfall. i dont like how the radiant quest always force me to some unexplored dungeon

I think they nailed the atmosphere of a dark and bleak world.

I think dungeon crawling has definitely become much more prevalent in Skyrim than in previous games, and, yes, it's probably because of the radiant system.
Morrowind: "These two guild members haven't paid their dues! Go to their houses and convince them to pay up!"
Skyrim: "These two guild members haven't paid their dues! I need you to go to [radiant dungeon] to retrieve [radiant weapon] that I can pawn to make up for the gold we need!"

I'll drink to the OP, be heard

and in morrowind you'd have to bribe them in order to like you enough to pay up, you'd spend more money on them than what you got paid for doing the job