I completely agree with this. The idea of just playing the way you want and having your character grow accordingly is a cool idea... but it really doesn't work well. It's so stupid that you're able to be good at absolutely everything with a single character.
I missed the part in Oblivion where I COULDN'T become a god at every skill. Actually, I haven't and Skyrim but I DID in Oblivion. My Argonian had maxed every skill, had every daedric artifact, completed every questline and quest, had godly-enchanted equipment, and pretty much every attribute maxed.
Nothing changed. The only change is that you'll level up from the low skills you never use increasing. Which makes you WEAKER.