That's totally not my experience. In my first game I had Athletics, Blocking and Sword as main skills, and quickly went to level 20 mainly from running and fending off cliff racers. Definitely the most broken character system in any game I've played; only by totally nerfing (by not majoring in skills you actually use) your character can you get a slower leveling and more challenging game.
Morrowind is such a broken game, but is salvaged mainly by an open world to explore in a unique setting.
Well that was never my experience but I always made custom characters with a wide assortment of main skills, plus I am never a combat focused guy, so maybe that's why. In any event the skills certainly go up much slower than in the sequels and training is the best way to level non-combat skills.