DraQ
Arcane
I think it's a bit harsh the way you say it but Morrowind indeed had a lot more depth to its content. Information you'd need and obtain through normal gameplay was infinitesimal fraction of information actually present in game.This pretty much sums it up. After strolling around Skyrim for 10-300 hours, you suddenly realise that everything is skin deep. There is no cool hidden questline, no character build that will change your interaction with the world in a meaningful way, no hidden nuggets of cool writing. Morrowind had some issues, but at least it had depth. The puzzle of the Dwemer disappearance for example was really well done, with that cyborgspider-guy in Tel Fyr. On my first playthrough I didn't even know it was a quest, it was just interesting to explore the lore.
Take a quest where you have to deliver a message. In Skyrim it'll likely be in a non-interactive satchel quest item, you had no option but to deliver it eventually.
In Morrowind it typically was a sealed letter. If you wanted to read it you had to break the seal, which typically pissed off the recipient, yielding unique dialogue, forfeiting some/all reward and negatively impacting your relationships with both parties. If you had high security skill you could attempt to reseal it and forge the original seal which would allow your peek into the contents of the message to remain undetected.
Then there was the message itself - usually it appeared to be gibberish but was actually ciphertext encoded using a cryptographic technique that has been used historically and that cryptographically inclined player could actually break to retrieve the actual contents which were often relevant to what was happening in game and usually consisted, partially or entirely, of information you couldn't obtain in any other way meaning it was lost on any player who wasn't inclined to only to break the seal but actually crack the cipher. As a bonus that deciphered message was often obfuscated as well.
Overall, while Skyrim easily feels more alive when it comes to its dynamic content - for example being able to provoke infighting using loot or having thugs sent after you if you cross someone - but this aspect of death and organically constructed questlines is sorely lacking in Skyrim.