Daggerfall and MW had an interesting world (I still ahte MW's art style but that is purely subjective), but the story? Ok, Daggerfall was quite cool with Numidium and the Dragon Break, which was not part of the game, broke the story for me. Morrwind on the other hand...
"Get off that ship you totally unimportant person!"
"Do tedious repeticious stuff for me."
"Oops, you may fit into some old prophecy, how random and totally not connected to you release from prison."
"Since you are some kind of special guy now, how about more tedious tasks which any random mercenary could do?"
"Oh hello, you are the chosen one. Please prove this by more repeticious crap."
"Hey chosen one, go fight the evil dark lord in the volcano fortress who stole his power from a dead god. But before you do that, how about more filler quests?"
Nope, sorry, MW has a special setting, but the story is RPG standard. You are the chosen one, go there, kill this, whoopdidoo you are our hero. Now bring be 10 goblin heads. Skyrim has the same tone to it, but at least everybody accepts you as the prophecy guy and you don't have to do hundreds of fetch quests just to prove it.
You left out daggerfall's political intrigue.
Most stories have a chosen one theme. That doesn't make them bad.
Completely leaving out the implications that the tribunal murdered your previous incarnation to become gods. Your ability to kill them, steal the tools and defeat Ur yourself instead. Or that you aren't necessarily Nerevar Incarnate and Azura saw a chance to use you in a vengeance plot against the Tribunal.
Caius knows you're supposed to be fulfilling the nerevarine prophecies the very moment you give him the package(The code was http://www.uesp.net/wiki/Morrowind:Package_for_Caius_Cosades/Decoded).
Your brief summary is pretty incorrect
"You'll be serving the blades. Make sure you're fit for duty, fit in with the world before you come back here."
"My orders regard the nerevarine prophecy, gather info about this prophecy."
"Find the dissidents and whatever they might know about the prophecy."
"Rumors of a sixth house base, find it and destroy it."
"Crap, you've got corprus. Divayth is your best chance. Good luck."
"There's unrest in Cyrodiil, I'm promoting you to Operative and leaving you in command of the blades interest in Vvardenfall. Finish the orders. Ensure this prophecy is fulfilled."
"Careful, outlander. Nerevarine prohecy discussion is dangerous around tribunal cities. I suggest you visit the Ashlanders for more info on the prophecy."
"Outlander, we have the prophecy here, it appears you have already fulfilled several of them. You may indeed be the Nerevarine."
-fulfill rest of prophecy or fail to fulfill rest of prophecy-
"Outlander, I've received word that Vivec wishes to speak with you, he has called off the Ordinator hunts." or "Outlander, though you haven't fulfilled all the prophecies, you're our best hope. Vivec wishes to see you"
-plans for red mountain assault, etc-
"Come Nerevar, friend or traitor. Come."
Defeat a second numidium, destabalize an entire culture, set into motion events that completely devastate the dunmer as a whole.
You don't have to listen to any of them. You can meet with Ur any time you like. Without the tools you won't be able to defeat him though. You can tell them all to bugger off and it won't feel unnatural(Seriously, daedra invasions and dragon attacks are a bit harder to ignore)
You did know that you don't have to do the 4th and 5th trial right? Or that you could kill vivec, steal wraithguard and seek advice from Yagrum instead?