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So it's not true that the world doesn't react to your choices and actions. finishing the Civil War questline prior to the main quest will allow you to skip part of the main quest involving the peace treaty, because it's not needed anymore. in the main quest Diplomatic Immunity you can progress based on the people you did favors for and becoming Master of the Thieves guild/thane, etc. choosing to become a vampire/werewolf will make people scared of you and you can't talk to them if your vampirism stage is high. becoming a thane will make the guards of your hold give you a free pass if you commit a lesser crime, allow you to build a house in that hold, etc.
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siding with a side in a Civil War and helping one of them win will change the guards and jarls in the respective factions. if you steal a lot of from someone, they might send thugs after you. The sandbox design just makes it harder to see. Skyrim's world responds to character choices. While in F4 youll always be playing the former soldier/lawyer looking for their son, this is given a major emphasis in the prologue and proceeding events and any deviation from that set context is, while not impossible, inevitably going to feel pretty dissonant. You dont really get to say or act in an RPing way but there's plenty of blanks that the game is fine with you filling in. So in Skyrim each time you start a new game your dragonborn can have any backstory imaginable, the single contrivance being they happened to be crossing the border at an unfortunate moment, and what they do after that is more heavily influenced by the given quests rather than outright dictated, its pretty easy to ignore whatever you want to ignore if it doesnt fit with the dragonborn youre imagining. I think neither are particularly good at role playing in game but Skyrim leaves a lot of effective negative space that more role playing inclined players can fill in, where F4 gives an undeniable specificity to your characters past and place in the world that kinda kills the magic of it, for me at least.
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Thats a fun question given the two examples.
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