Well, I didn't play oblivion, I only played fallout and even though it did have a lot of fetch quests, the quest didn't all end up in a cave or a dungeon.
True but TES has always been that good old RPG by making new gameplay innovations on really old RPG elements like dungeon crawling. Fallout has dungeons too but they are obscured by a different coat of paint. Vaults are dungeons as are enemy bases and abandoned buildings, the only difference between Fallout and Skyrim's dungeons is Skyrim admits what they are while Fallout hides it. I am by no means hating on Fallout, in fact I prefer them masking dungeons with different names it makes the experience more authentic.