You've been playing far too much on the consoles, on the PC i have NEVER seen a game have a quicksave/quickload for separate characters. Just make a proper save instead of quicksaving and exiting the game? It's really 3 mouse clicks more.
The save system is the worst from both worlds.
On consoles, because it would be a hassle to name every save, they usually set up a system where every character gets its own set of saves.
On PCs, because its easy to name the save, they often leave it up to the player to name their saves and then simply select the name of the one they want to use. If you didn't notice, Skyrim does not allow you to do this.
In Skyrim, console players have to scroll through all the save games, look at the little informational picture on the right to confirm that it is indeed their save game. If they have a lot of characters, it can become cumbersome and unwieldy pretty quickly, especially if the player has, say, 10 different characters with multiple saves. Instead, they should allow you to select your character and then show the saves for that character only.
Really, PC runs into a similar problem at some point. Every other PC game in history allows you to name your save files. They have pretty much the single worst save system of any modern game on the PC specifically. The only redeeming quality is that you can actually name the saves by using a console command line. But really, this is just a workaround for the terrible save game system they use.