They have pretty much the single worst save system of any modern game on the PC specifically.
RAGE would like to have a word with you.
Honestly, every PC TES game I've played (and lots of other games too) does the same thing. You have dedicated 'full' saves where you can save whatever you want (although the lack of naming is a bad thing, I agree), and then you have a set of autosaves and quicksaves shared across all characters. It's not like this is a new thing that Skyrim has just introduced, it's been around for ages.
Actually, Far Cry 2's system is much, much worse because it makes a new save file for every quicksave. The folder quickly balloons to like 3GB large.