Where any cities level to the ground in Skyrim like Kvatch? The dragons are pretty localised in skyrim, the Oblivion gates where all across Tamerial. Now comepare the last bosses in each crisis about how hard they were.
Helgen is probably the closest we get to a Kvatch scenario. As far as dragons compared to Oblivion gates spawning, kinda similar concept, but yes, Dragons are mobile so the threat is often taken to you more directly. Whether you choose to engage is still a option though. In Oblivion I roleplayed that the other gates were just outposts being established strategically, for a inevitable onslaught/invasion, once Dagon gives the word. As far as the ending, Imperial City was INVADED, many daedra then no? And you had no chance at taking M. Dagon head on and winning. Tried it several times.
The ending in Skyrim's MQ seemed more about staying within Nordic lore, than providing a satisfying battle to end the Dragon crisis. You really end up with two finale type battles where Alduin is defeated. Found this kinda anti-climatic myself.