Every time I see one of these threads, all I can think of is "Nom nom nom babies".
Honestly, I think this game does a really good job of playing the morality angle. Being Good is harder than being Not-Good. Sometimes you have to walk away. Sometimes you end up in situations that Aren't Good, and you have to find a way to get out of them anyway.
Yeah. Except that we aren't talking about hopeless situations that leave you completely helpless. Or rather, they're such because the game imposes strict limitations on you. Which every video game does, naturally, but in this case it's a bit over the top. For example, you could try destroying the daedric shrine. Or you could seal off the house. Or you could burn it to the ground. Or you could walk a few steps to the temple of Dibella and ask for help or advice cleansing the place. Or, if that's too much work for the devs, you could simply laugh in Molag Bals face and have the quest fail. Incidentally, you can decline to be of service to him, it just doesn't have any consequences. In fact, declining doesn't even piss him off. He'll still unlock the doors of the house for you.
Being unable to do anything about some morally ambiguous situation is cool - if there really weren't a whole load of stuff you could actually do if the game wouldn't artificially prevent you from doing them.

I for one definitely don't expect deep storywriting comparable to, say, most Bioware games, Skyrim has other priorities, and that's a good thing. But some measure of thought isn't asking for too much, I'm sure, since other quests in the game do it just fine.
But I suppose it's kind of pointless to argue when it's clear that to some people, a great game like Skyrim cannot per definition have any flaws.