Yes, I completely agree. The entire game is this way! The NPCs have barely any knowledge of the quests you've completed. For example, after you complete the civil war questline, people still complain about the civil war, how it's not safe because of all of the fighting, or something about those damned stormcloaks (even though I've killed them all).
Another example is how none of the legion members will call you Legate after you've earned the title. They continue to talk down to you in the usual matter even though you outrank them.
Overall, I'm very disappointed by how unaware the NPCs are of what's going on around them.