In Oblivion if you did a quest in the game for an NPC you had the option to not take a reward. To add if you ran into an NPC who clearly was breaking the law you could turn them into the guards.

When it comes to Skyrim however, your given a reward without having the option to not take it. Then when you do a quest for let's say Dar-Jee in Solitude, you are given the dialog option to turn him but cannot actual do it.

Is seems a bit harder in this game to be a good player then it was in Oblivion. Anyone else have an issue with this? Or hell miss those options from Oblivion?

I play a good hearted character too, but I'm no snitch. So it doesn't even cross my mind when I see someone doing something messed up. I just sit back and watch them get themselves caught, then killed on the spot. It is funny to me... I Dono...
Anyways, don't be "that guy". Nobody likes a snitch.
As for rewards... Gimme gimme... I will take all. It's rude not to.

I like snitches. Plus I am one professionally.