I'm a Skyrim enthusiast but frankly, Skyrim didn't attach me to absolutely anyone. In Oblivion, Lucien Lachance was pretty much the closest thing you have as a fatherly figure upon that game. You're actually attached, because he's the first person you meet, and then he watches over you. You work for him personally, and then
Spoiler when you make a mistake, he is the only person who believes you when you say it wasn't you. He even goes as far as to die at the expense of your works.
So he is actually close to you, and someone you actually have some sort of bond with. Even the Gray Fox. He has such an indepth story that you grow to respect the reasoning behind his actions. You could see that
Spoiler he was going to give you the Gray Fox's Mask
But you didn't see how he was doing it coming. Or the strategy behind his missions.
But in Skyrim...
Spoiler No one in the Dark Brotherhood are remotely important. When the leader lays dying you're a little hurt but you're not really attached enough past her ass in a tight suit, so you move on. Kodlak dying... You read his journal and you're like. "Aw." but in reality you realize you know nothing of Kodlak. You speak like... 3 times, and those are small conversations. Perhaps he is respectable, but you have no bond, and I felt not sorrow when he died... When the leader of the thieves guild turns out to be evil, even killing Ulfric. Nothing touched me. There was no form of bonding, I think Faendril was my closest friend on the whole game. And that's probably just because I got free bow lessons off of him.
So that's my opinion in Skyrim. I cannot say I was impressed... But there were so many good things that compensate for this crucial flaw.