I never really got a sense of foreboding or dread in Oblivion, even when venturing into oblivion gates. And the dungeons were basically caves, forts or shinier forts with different traps. Morrowind had more of a variety like the Dwarven ruins, all metal and steam power or the Daedric ruins, black stone, funny angles and carvings. Much more sinister, I still feel wary heading into a Daedric Shrine after the ridiculous amount of hours I've sunk into it.