I also prefer Morrowind than Oblivion, and i have only played the vanilla versions for both...
It has been a long time since i played these two so can't remember the specific. But my best memories of Morrowind was that quest where you have to intentionally drown yourself to open the bridge. And then shoot myself into the sky to get on that flying castle... Then stealing that sword hiding underneath the bed while running with the entire town guard chasing after me
Back then it was fun when you can wear several layers of clothes and then amour on top of it (and a robe on top of the amour or so). Can't remember if the same thing can be done in Oblivion
The only things i remember about Oblivion was, of course those leveled-up mobs/ dugeons that i probably don't have to mention again here. The quest where you have to enter the painting to kill the troll. Then run around the map with the horse for hours before realising I can auto-travel. Running into those portal to close them were repeating as heck through