So, from my experience, Skyrim doesn't allow for role-playing at all, it was really a big disappointment, I was hoping to spice things up and I was totally let down.
The only problem I see is that you didn't let the roleplay *finish*. If you had, it might've gone something like this ....
Lydia: Geesh, you look ridiculous in that get-up.
PC-Ninja: But you said we could roleplay?
Lydia: Oh, c'mon,
really?! A candy-a$$ed bard? What
were you thinking?
PC-Ninja: What's the problem? I don't get it ...
Lydia: Sigh. Obviously. Do I have to spell it out for you,
Master?
PC-Ninja: See, that's what I mean. How are we supposed to roleplay if you're
always calling me Thane 'that' and Master 'this'?
Lydia: Oh, fer cryin' out loud! Seriously?! Look, get an executioner's hood, some leather strips and maybe a hawks feather, then get back to me.
PC-Ninja: What am I gonna do with ....
Lydia:
Geesh. Use your friggin' imagination. If I tell you anymore you'll probably accuse me of being too linear for you to roleplay.