Well, to specify on three things:
1. Oblivion and Morrowind didn't just send you into dungeons constantly, they tried to involve you with the characters and cities in the game. Skyrim just tosses you into random dungeons about 90% of the time.
I can have fun crawling through dungeons, sure, but not when the dungeons are just as repetitive as the previous games, just longer, more tedious and less rewarding.
2. Disposition. I liked using Charm spells, I liked how (while it was badly implemented (in both previous titles)) Speech could actually matter. But Skyrim`? Speech is just pointless, and the loss of Charm spell is another hit to Illusion.
3. Illusion. From probably Arena to Skyrim there has become less and less spells with each game, but Illusion right now is just a joke. Previously it was fun to mix and match spells in spell creation or just using the base spells cause it had a wide variety of spells to use. But in Skyrim from what I've seen the only spells that are there is Fear, Courage, Frenzy and Calm, perhaps Paralyzis. But these spells are worthless without the perks and can barely be used. And leveling the skill up takes forever.
Three things I find inferior about Skyrim.
It's Speech system is a joke now, it wasn't very good before but back then it could actually be used a lot of tiems, now it's just a waste of space that's barely ever used except for with guards.
Illusion is now so watered down and with the perk system it just isn't a viable skill for me anymore.
Others might feel different about it but I can't use Illusion now, it just svcks.
And I like games where I just kill crap. I love TF2 and L4D cause it's mindless killing. But they have balanced mechanics and characters and have a wide selection of maps to use.
Skyrim is unbalanced and repetitive.
So these things I found better in Oblivion and what little I played of Morrowind.
Speech were used more often.
Illusion was a viable skill.
And not every quest sent me to a dungeon.