Athletics is easy: TES did it right. It's how you get better at running in general: you run as much as possible. The shitty level-up system is what made it a poor fit.
Heavy armor would depend on what you're going for. If you're a realism fag then one can track a bunch of skills (swinging swords in heavy armor, casting spells in heavy armor, re-positioning armor in mid-attack to redirect blows as efficiently as possible). Different weapons require different talents, and defense should have more variety, not less. A swordsmaster will always use a sword to attack while a plated knight will need to know how to defend himself against a wide variety of weapons as well as perform a number of tasks with 30kg of steel strapped to their body. I myself am not a realismfag though and prefer a more abstract form. Depending on how complex you want to make it, you could simply have heavy armor grow with every hit you take, with harder hits raising it more and getting bitten by a rat doing nothing and as the skill goes up your mobility and stamina (possibly tracked separately by an attribute) increases.
The problem is that skills not associated with difficult tasks are free to raise in obvious manner, possibly even grinding on their own as game progresses regardless of build.
For example, if you tend to run a lot and running isn't costly in any way, then your character will quickly build up athletics regardless of their build, rendering such skill meaningless even though it's still useful to have stat governing running.
Same with jumping, armour skills, sneak (as sneaking tends to not impair you in any way before the combat starts) and so on. Those skills are inherently grind friendly and most will rise on their own regardless of your build.
Well, you can create and play with different character in oblivion.
In skyrim every one of them ends up to be the same.
Actually, although it lacks initial builds and has stupidly simplified mechanics, Skyrim allows the most bdiversity of characters in the end of all post-Daggerfall TES games (Daggerfall itself only has an edge due to special advantages and disadvantages system).
In both Morrowind and oblivious you could eventually max out all skills and attributes leaving you with characters differing only in HP count (since Endurance HP bonus was not retroactive) and racial abilities (to be fair, it didn't really matter in Morrowind, as it would require going to around level 70, which far beyond the point at which you'd exhaust gameplay opportunities of given character - somewhere between lvl 20 and 30 in vanilla, below 40 with expansions, originally planned lvl descriptions also only went up to 20).
In Skyrim neither your health, nor stamina nor magicka don't grow on their own on level up, so you have to boost one at the expense of the others and you have limited number of perks, meaning that characters in Skyrim will differ and keep diverging as gameplay progresses, even though the game lacks initial builds.
Not to mention that there are some C&C in Skyrim, while there is essentially none in failblivion.
tl;dr
You speak nonsense.
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