It may have to do with something that humans do when they define their own personality.
Humans do get invested in things, and things that are meant to appeal to the human imagination all the more so.
So when a beloved game series that offered freedom unparalled, that offered maturity, content and the sense that it was developed by people who liked to play games instead of like to make money by appealing to the lowest common denominator, when such a hallmark wanders to that side of the industry, naturally those people that have emotionally invested a decade or more into defining their personality partly by being 'a part of something greater than they are', those people are gonna be miffed.
Its really no great mystery.
No Elder Scrolls game was ever intended to invoke that sense.
It sounds as ridiculous as the people who killed themselves after seeing Avatar (James Cameron's) Because Pandora wasn't a real place. I'm pretty sure he didn't intend that kind of over-reactionary attachment. It's not even like Mass Effect, where you play through a single story arc through three games and eight years as one character as intended. Each Elder Scrolls game has been self-contained and totally independent in events, and to fabricate elaborate back-stories, motivations, events and what not, just to have them no longer be reflected in a new game, is just part of the risk of not having any creative input to tailor an entirely new financial investment to your specific character. The hazards of RP'ing outside of Pen and Paper games.
The other dodged issue is, why isn't it fun to someone? You can't just bark frustration out without expanding upon it. The difference between a whiner and a critic, is a critic will at least discuss something. In this market of oversaturated media exposure on games, you have to be pretty dull to avoid having a general idea of if you're going to find something fun or not. Well, either dull, or intentionally ignorant out of faith. Given ES's history of complete reinvention of each entry (For better and worse), I'm not sure which is reflected more negatively on individual.