There's other games for that. If you're praising FO:NV and other games so much than go playing. It's simply not the way of TES. That's like me going on the Battlefield forums and trying to convince DICE to make it a 3rd person shooter. No. Consequences aren't the focus of the game. And I don't see why they should be. However, what TES could improve on is making more complex quests with multiple endings, more emphasis on Races but not to the point where they are completely different classes.
And the point I'm making is, the more multiple endings you want, the more unrealistic that demand becomes. Because the way TES is structured each outcome must be reflected in the gameworld dynamically. So the more choices, the more development time making all the changes be reflected. You just get more and more extra dialogue and scripts. If you want the game to stay as huge as it is, something has to give. And that something - as it stands - is your choices. Nobody wants a smaller TES game - everyone expects the next to be at least as big as Skyrim. You simply cannot expect all that
and multiple meaningful decisions. An ending - optional in terms of it only happens when you make it happen - could allow both a massive game and real decisions.
You're right consequences isn't a TES focus - I'd say that's it's biggest flaw. Skyrim is a wonderful game, but none of it feels like it means anything. The MQ certainly doesn't. Because it ends - you carry on fighting dragons. What's changed? You saved the world in some abstract sense and just carry on fetching x from dungeon y.
NV is a very relevant comparison because it's basically exactly the same game format using the same engine as Oblivion (and Skyrim really with its souped up version) - they're fundamentally the same game in terms of structure. Where they differ is in narrative approach - NV offered far more freedom exactly because the ending allowed a variety of choice. Bethesda choice is an illusion - you can only really choose to opt in or opt out. Do the main quest or don't. But how it ends is how they tell you it will end and that's that. Amid all the random wandering about you can do, the game is very, very linear in its storytelling. It gives you little to no choice exactly because people demand a format that makes it basically inevitable they can't give you choices because it would be too complicated to cater for all the eventualities as long as people demand they must be able to rescue someone's lucky hat from a dungeon after the climix that can't be dramatic or meaningful exactly because of that demand.
As long as people cannot bear the thought of saving one bit of content until they decide they're done, TES storytelling will always be on rails and always ultimately meaningless.