Wow, alot of people here really have no concept of roleplaying it appears unless everything is spoonfed...
TES may not have the best up-front lore, but go through stuff and actually read the books without wanting audio files, and there's a huge amount of stuff. Heck, even the "copy-pasted" dungeons everyone complains about have things in them that give them character, from bones with a heal pot, to notes and books sitting around, to just a hard-level locked door that leads into a barred window with some gold scattered around.
The whole point of TES is to explore and play a character in the world, not to play the game, the main quests are normally their weakest points. This is what people mean when they talk about old-school roleplay, you make a character, and then you play it using mostly your imagination. It's a a big part of why I love the series(well, that and the modding community having a mod for literally anything you'd want if you're not a filthy console peasant.)
Edit: this is also partly why I love Origins, there's no voice for your character and you've got a dozen lines for each conversation stop point, it's all there for you to make up in your head as you go along. Sure, the narrative is set in stone, but your choices(largely superficial but that's most of what roleplaying is) matter.