Those of you reading this must be avid Skyrim fans, otherwise you would not be here. Most of you are Skyrim fans because of the vast world that it gives you to play in, and the amazing freedom of choice that is in your power. It's like you're playing in your own big sandbox (hence the term "sandbox game"). Anything you say goes, and you can do whatever you want. You choose your allies, and you choose your enemies.
Or do you?
As Skyrim's opening scene plays out, you find that you are being executed by the Empire for essentially being a border hopper (And this is how we should take care of immigration). A comment from one of your fellow "brother and sisters in binds" about your judges, "General Tullius, the Military Governor" and a quick bash at those "damn Elves," the Thalmor, quickly sets up the villains of this scenario. Imperial Bastards.
So, one thing leads to another, a thief is killed, a rebel is executed, and the Nordic God of Destruction comes and verily wrecks that town up. You know, a day in the life for you. So now it comes to the choice. Do you follow Ralof, the rebel who stood by your side like a brother as you were prepared for death, or Hadvar, a member of the Empire who sentenced you to said death for no purpose?
Who will you freaking pick?
The answer is obvious; of course you're going to go with Ralof and the Stormcloaks. If 300 hours of Oblivion's Imperial Guard always getting in your way wasn't enough to justify a good dethroning of the Emporer, sentencing you to an unneeded death certainly should be. Bethesda mistakenly rigged the game for you to fight against the Empire. That's our basic revenge instinct. But let's say, for a moment, that you do go with the Empire. What then? Is there still an inescapable enemy?
That's right. You guessed it.
Completely putting aside any psychological tendencies, Bethesda created a Skyrim gameplay in which there is always an enemy. Thalmor. Virtually every faction you go up against is fighting against the Thalmor or the Imperials in general. The College of Winterhold, the Dark Brotherhood, the Stormcloaks. The main quest itself consists of sneaking into the Thalmor Embassy and murdering every High Elf that gets in your way. The only people who aren't fighting the Imperials are the Thieves Guild and the Companions, who, respectably, turn out to fight themselves and a glorified group of bandits.
The part of this dilemma that takes away from the greatness that i Skyrim is the reality that you cannot join these High Elven bastards, but for a very good reason. The 60% of Skyrim that is against the Thalmor and Imperials would quickly become less than friendly towards you, you traitor to Skyrim. Delphine would recognize you as part of the group that murdered her colleagues, the settlements of Eastmarch and Windhelm would quickly become inaccessible, The only person in the College who would like you is that Ancano prick, and the Dark Brotherhood's message they would send you after stealing their contract would be a swift Blade of Woe through the gut.
In short, Bethesda created a world in which there is an enemy that you cannot join, because it would make the rest of the game unplayable.