I'm sure people would complain if playing as a Khajiit meant you missed out on certain features the game offers to the other races.
Speaking as a Khajiit player, I would actually prefer to be treated differently, it would add more depth to the game. So maybe I could not marry a Nord woman and own real estate BUT the Khajiit caravan would give me a discount, maybe even Khajiit-only jobs and information not necessarily shared with other races. Food for thought.
You can always start another character to experience the racial-only possibilities for the other races. But, unfortunately, this is only a dream currently.