Did you miss the dragons? They're pretty fantastical. Not having a lot of generic fantasy creatures was a good move for me. It wouldn't suit the setting.
I actually really enjoy the lack of fantasy. This is a world I can get into, learn about, feel immersed in, without having to step back and think, "Wow this is a bit derp," and have to read or listen to a bunch of crap about fairies and such so it makes at least a little sense, and I don't feel I just dropped into a musical.
Spriggans, Ice Wraiths, Atronachs, Wisps/mothers, Falmer, Orcsimer, Bosmer, Dunmer, Altmer, Daedric gods, Daedra, Skeletons, Trolls, Magic, Enchantments, Potions, Dragons ect. all seems pretty fantasy to me. I dunno, but I'm glad they don't pile it on.