So Skyrim is a very open world, we can pretty much go anywhere we like at any level we like. (Pretty much)
Of course there are some quests and so forth which won't be availiable before a certain level.
But how would YOU feel if the game had leveled zones? Consider that you can GO anywhere you like, like WoW for example, but the enemies in some areas are way to tough. Of course you would be able to use the cart to travel safeley between cities, but walking around could be very dangerous on low levels.
This would make levels matter more, but would remove some of the freedom of course and make the game more linear, but you could achieve a more satisfying feeling of success when finally being able to clear for example Korvanjund.
I feel that it would be both good and bad having leveled zones, but it would also feel more immersive for me if not only my own level determined what kind of enemy I face.
Fallout:New Vegas used this approach. In the early stages of the game it kind of herded you along a preferred path by placing very tough enemies at other exit points from Goodsprings (where you started the game). And as you strayed further and further from the roads, the enemies got a lot tougher. You could still go other ways than the path the game wanted to take you, but those involved a lot of sneaking past enemies that were way too strong for you to handle as a low-level character.
Personally I liked that game design - it effectively placed many areas off-limits to you until you leveled up and improved your skills. But a lot of people, especially ones coming from Fallout 3, complained long and bitterly about it, saying that it "railroaded" them and "destroyed the open-world aspect" of NV.
No matter what approach you take, level-scaled enemies everywhere or areas where you simply have to come back later when you're better equipped to deal with them, some people are going to love it, and some are going to hate it.