Maybe because I like role-playing from the very beginning, I always picked a class in Morrowind and Oblivion. I lost count of the times I answered to Socucius Ergalla's questions and gave reason to Baurus when he asked if I was "Class Y" based on my play style.
So yes, I do miss it in Skyrim. And I miss the attributes even more. The perks system is great though, I am loving it.
I roleplay from the beginning too.
In Skyrim...I know my character's history, background, strengths, weaknesses, and what skills she's gonna use and improve.
Why does one need a clicky box to do that. Especially a roleplayer.
She can also change if the RP dictates that....which I couldn't do in any previous TES game. This is a roleplayer's dream come true.
If you want to be limited and locked into a class...you can easily do that in Skyrim. If you want the freedom to chose, change, adapt....you can do that too.
Skyrim is the best of everything when it comes to developing and growing your character...because it's all in your hands. It's all based on your choices...your character's choices.
What more could a roleplayer ask for?