At least Oblivion, unlike Skyrim, had actual classes (let's not talk about the leveling system, shall we?) and spell making. Plus some really, really good questlines (including the main quest, and the whole Shivering Isles expansion was rad AF). The cities also felt larger than in Skyrim and the Arcane University was an actual university, not a random village school with 3 students. Role-play wise Skyrim was the weakest of the three modern ES games.