Without mods, combat sucks. It largely boils down to spamming heal and the attack button.
To add to this, the vampire lord and werewolf add some much needed extra depth to the combat, however I do wish they fleshed them out a bit more. Their respective skill trees are very shallow. The werewolf besides being able to transform into one, has little effect on the gameplay beyond just that, while the vampire lord, comes with so many negative effects that it's almost not even worth it.
The quests also suck for the most part. Besides what you have already mentioned in regards to RP, characters have boring and shallow personalities and you're often expected to care about people who you barely interact with (Skjor from the companions is a great example of this). The quests are also often exceedingly predictable. It's such a huge step down from Oblivion.
The random encounters are great and all, but when you keep running into the same ones over and over, it's a bit immersion breaking. I would have preferred a system similar to RDR2 where each encounter doesn't repeat itself and they are all unique.
Magic (more specifically, destruction magic) has so much wasted potential in Skyrim. It scales absolutely horrendously, making it nigh impossible to make a good magic focused build.