First World Skyrim Problems or "Why can't i kill everybody?"

[Bells]

i've been dancing around in Skyrim for a while now with my Argonian Mage Archer, recently i decided to marry Lydia (only companion i had with me all game and she is with me in all missions) and it's been fun to both Roleplay and experiment with the game.

There are a few nagging issues that bother me though... one of them being that quite a few quest lines i come across aren't really open. At least they don't seem to, for me.

Just recently i walked across the map to reach Markarth (Fast Travel is just for Fetch quests or when i get stuck), my character is a good guy, a former thief turned hero and has no problem taking down bad guys by any means necessary... it's been fun roleplaying it like that.

I do draw several comparisosn with Fallout New Vegas though, that's the previous open ended Sandbox RPG i played and it just feels like i had a ton more freedom in that game than in this...

For instance, i just stumbled on the Cannibal quest line from Markarth... my character's rational was simple. "I'll pretend to be curious about them, follow them to their lair and take down as many of these sons of bitches as possible..." simple, right?

Well... i can't. Not without failing the quest and loosing access to a few shops and turning a handful of people aggro on me! I wanted a bit more background on the quest to see if i should give it priority or not, so i checked the Wiki... and it seems, as soon as i started my only option is to kill a innocent priest and become a Cannibal myself, or fail the quest by attacking the cannibals which will turn a bunch of people on me, make me loose access to a few shops and give little to no reward for it!

I remember the Cannibal quest in New Vegas, and man, that was fun! In that game i was playing a "Dexter Like" Lady Gunslinger and i was able to string along and deceit all the cannibals until the very minute where i turned on them when they were the most vulnerable and took them all out. All the while i had the option to join them if i wanted!

a couple of similar things happened in Markarth where 80% of the city wanted to kill me, but i couldn't burn this wretched twisted, corrupt place to the ground... and when i went to talk to the Jarl everybody attacked me because for my surprise there was a Thalmor group next to him! The same bastards that have been hunting me down for weeks... and god knows why, cause i don't!!

And the whole Stormcloaks Vs Imperial? What you mean i HAVE to pick one of the two?

Man, the Imperials are asses who do nothing for Skyrim! And the Stormcloaks are a bunch of bandits playing revolution! Thanks to the Stormcloaks i was almost killed unfairly in the beginning of the game, hell if i want to be associated with these bastards!..i want to take them both out and make Skyrim free... but i can't.

And the Thieves guild quest line? Again, an entire city... corrupt to the bone, and i can't cleanse this place with my Lighting and Arrows... i had to turn my back on the city entirely, cause the game keeps thinking i want to join the Guild, when what i really wanted to do is to take the entire organization down...

Skyrim is great fun, but New Vegas gave me more freedom to progress on my own terms...