Free immortal dog. I'm not seeing the issue.
Free, pushy, obnoxious, unwanted dog who does nothing but blow my cover and get in my way, and a quest I was railroaded into just by trying to enter a town. One that I don't want to do (again) and can't get out of my journal and can't "fail" because killing the stupid dog is impossible.
I guess I could try to fail it by making him killable and bringing him to my location via console magic, but I hate having to resort to that just because there are no other options.
Probably the only Daedric quests I would want to do again are Sanguine's and Sheogorath's. Most of the rest I don't want to do just on general principles, or because I've done them at least twice already and find them either tedious or unrewarding or both. I know I can avoid some by just refusing to talk to certain people, but making me avoid an entire town for the duration of my game in order not to get stuck with one is a bit much.