I hated that in Oblivion. What was the point to be a master thief that could steal anything without anybody ever seeing you, of doing kills so well hidden it just felt like the victim died on the spot with no reasons, only to have everyone in the world hate you because of some kind of spider sense or something.
Quite easy to avoid getting caught steeling in Oblivion, even if npc is in the same room as you, just make sure you are in sneak all the time.
Now killing is different, the victim will often report you, you can avoid much of this with single hit to kill but guards still reports you.
Skyrim is better here, except that animals report crime.