Wasn't it in Morrowind too? I seem to recall running around under cloudy rainy skies, but it was so long ago, maybe I'm misremembering.
Yes it was. And Morrowind had the coolest thunderstorms as well. Seeing the night sky lit for a split-second by a crack of lightning, thunder so loud it was as if Thor himself was pounding on the roof of the sky with Mjolnir... I missed that in Oblivion.
It appears so not that big of a surprise the engine is capable of it and the are around hidden valley had the sand storm so it's not like it wasn't do able they just didn't put in weather.
I wish that there was a sandstorm at random in the whole mojave