That's because Nord culture is strongest in Skyrim, and they are known for having very grim religious beliefs. Take a Nord out of Skyrim and put him/her in a place like Anvil, with warm sunny weather, and their disposition improves markedly, at least a Nord in Oblivion said something loosely along those lines.
Have you ever played
Bloodmoon? The PGE1 also suggests that the Nords are too laidback to care about things like the Dominion. Or nationalism.
Nords have both the cheery side to them, and the grim and violent side. They seemed a lot more cheery in Bruma and Thirsk, where they actually worship their original religion. Unlike Skyrim.
(It's also because that since we went to Skyrim, Nords act less like in-universe stereotypes).