It's one of the few games that allows you roleplay without consequences. Why people like that, I'll never understand.
It really depends on what the game offers you. There are cool ways to roleplay. Things such as using only specific types of equipment rather than hauling everything from the corpses of your fallen enemies, setting limits on how much you can carry, choosing one thing you want to do with one specific character and sticking to it (mage, legionnaire, barbarian), not using fast travel - those are all things that can be legitimately fun and enhance your experience.
But not every game gives you all the tools to do that well. If we make a comparison between games in the same series, it's a lot more enjoyable to roleplay in Morrowind than it is in Skyrim, as the former offers a huge variety of equipment, you can work for anyone, you can kill anyone, you can live anywhere... Skyrim does offer plenty of opportunities as well, but the amount of options is comparatively very small. That takes some enjoyment out of it because when there are a lot of options, every time you create a new character there are new cool things you can stick to. In Morrowind (and several other games) you can say, "
Oh, this time I'm going to be warrior of Indoril descent who is trained in blunt weapons, wears traditional Indoril armor, does occasional work for the Fighters Guild, is on a quest to destroy the Mages Guild, holds an alliance with House Redoran and lives in Molag Mar inside the shack of an opponent he murdered." And sure all that may seem simplistic but if you play the game that way you'll have a slightly different and potentially more fun experience than you had with another character or if you simply played along without thinking of it, within the extent that it remains fun of course.
Skyrim on the other hand isn't very intuitive for that. There aren't many variations of equipment, outside unique items, and they mostly follow a linear progression of good to better to best. There are few choices of where to hold your headquarters. The faction you choose in the civil war is largely indifferent, and the guilds aren't much factions as they are small limited questlines (and, very oddly, you're induced to participate in
all of them), and your character will mostly play the same no matter what you specialize in. So you can still do things like not using fast travel or not eating ten rolls of cheese at once, but the value of roleplaying is severely limited in a setting where almost every playthrough will feel the same. The exception is if you do something drastic like "be a hunter, get up at 7AM to kill deer, go to town at 11AM, sit down to eat, go to inn, etc" which obviously is an incredibly boring playthrough that would hardly be a game at all, which leads me to question why people sometimes do it. I feel if there were more variables, more differences in the different gameplay styles, roleplay in Skyrim would be legitimized as a way to have more fun with your game, but right now it's kind of a moot choice.
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