Because they blew up Vvardenfall. That's about it, really. It kinda killed my interest in the series as a whole after the Morrowind game. I'm not saying it's a bad game-all indication seem to be pointing towards it being quite good, but I can't quite shake the feeling that all of the heroic deeds and all of the fun adventures I had in the Morrowind game was for nothing ultimately because some book author really liked the Argonians and really hated the Dunmer.
In the back of my mind I know that I am highly unlikely to ever raid another kwama egg mine, ride another silt strider, or encounter creatures as strange as a kagouti, netch, bonewalker or cliff racer. Because of this, it really kills fascination I had with the elder scrolls setting-Skyrim is just another generic fantasy game in my mind-a very well executed one, but nothing bringing anything compared to the atmosphere or setting that Morrowind provided. Nothing I wouldn't play-and probably enjoy-if I had the opportunity to (say on a friend's X-box or computer), but not necessarily something I feel like shelling out the greenbacks for right now, and certainly not something I am going to bother upgrading my computer over.
So that's why I don't have Skyrim, and why I am unlikely to ever buy it.