Skyrim failed on a basic fantasy wish fulfillment level in that you can’t say “fuck off” to both sides, form your own army, and become King of Skyrim yourself.
I think the first time I actually realized that Skyrim fails to be a proper “wish-fulfillment” game is when I couldn’t do anything about the Reach. It ends up as Nord Rhodesia/N.Ireland regardless of what you can do. (And, of course, the usual lib bothsideism of making the Forsworn just as bad as the colonists).