I sort of agree with you OP. Though, why not take it one step further? I've always thought it would be cool, if after you beat the main storyline, you could make a different character, just for doing side quests and existing in the world, lorewise much different with Alduin gone.
Oooh. Now
there's an interesting idea. Have a permanent shared world, with multiple characters within that world? That could be interesting, although it could get a bit messy in terms of keeping things straight. Not a bad idea, though. It would be almost like - don't start throwing stuff at me, folks - the way an MMORPG has a world shared simultaneously by multiple users. Well, instead of multiple users you could have multiple characters for one user sharing the same world. Or you could even have a world shared with friends only. "Hey, my mage is gonna go take out that Necromancer hideout tomorrow, Bob. Could you take your warrior and clear out that annoying bandit stronghold nearby some time tonight? Thanks, I don't wanna be bothered with those guys."
That's a thought. Of course from there it's only a small step to just having co-operative or even team play. Not like an MMORPG, where you're potentially running into a zillion people you don't know, and possibly having to deal with PVP issues. Just you and your picked buddies, moving through a shared game-world, but shared only by your group. Other people would have their own game-world. It would combine the virtues of a computer RPG with the shared group fun of a pen-and-paper RPG. Voice chat would be necessary, though, unless you really like typing chat messages to party members.
This conversation just took an interesting turn, I think.