And how having a logical sequence of events (.aka questline) before reaching your objective (.aka progression or reward) ruins your "do whatever you want" thing?
Because you aren't provided with choices. You can't choose to help the Thalmor. You can't choose to help the dragons. You can't choose to disobey Delphine. You can't choose to simply kill the Greybeards and take over High Hrothgar. You can't choose to let the Stormcloaks win and take the throne for yourself. You can't choose to allow Potema to become Empress once more. You can't choose to do anything you wanted to do because the developers designed the game to play how they think it should play -- i.e., you can't do whatever you want, only what the developers want you to do.
Instead of focusing so much on making their game look pretty and making the main quest "Z0mGSO[censored]INGAw3s0m3" with dragons and whatnot, they should have spent more time developing the game so that we truly can do whatever we'd like to do. Want to become lich and destroy Solitude completely? Sure, go right ahead! Hell, you can marry Potema's corpse while you're at it. Want to help the Stormcloaks, kill Ulfric, and declare yourself High King after disposing of any Jarl who thinks otherwise? Sounds awesome, you can do that too!
Yeah, no. It's do this, do that, or, if you're a rebel, just ignore all those quests building up in your "journal" and play in a sandbox like a 3-year-old. If you choose the latter, the game refuses to help in any way, shape or form. No, you can't kill that character! He's essential for a quest you might not actually want to do..