I've noticed a lot in talks about roleplay and immersion that a lot of people really need the game to enforce it for them through systematic gameplay to get into it. I'm a sneaktheif and my endurance is shit so I have to go around these enemies and pick them off, etc. The roleplaying comes about as a result of the game having them interact with it in a certain way. They rolled their character, and they want to play through that character's campaign. The fact that their paladin even can reach max archery skill is immersion breaking.
Or, like how @Sheep King and @Vlad the Implier said, they find it dissatisfying to purposefully leave options on the table. It feels more meaningful to have limited options because it reinforces that certain way the game has them interact with it which also reinforces the roleplay that comes with it.
For me, I've never really understood a lot of the complaints those types of players have, because I'm not really like that. I don't give a shit if I can join every single faction on one character because if I'm playing one that would never join the Brotherhood then I'm just not going to do the quest.
On the one hand, I agree that going into a Skyrim playthrough with a character concept can make it more interesting and satisfying. Having an idea of your character's background, morals and skills gives you goals and challenges to work around. I will only use shouts if I am playing a Nord. If I'm playing a Dunmer battlemage who follows the Temple, I won’t use the Mace of Molag Bal or get the Ring of the Erudite, even though it would be ideal for my build because it goes against my character's values. I never related to the "stealth archer black hole" meme because I have no problem sticking to a character concept. Of course, characters can change over a playthrough, but having a plan makes the experience more engaging.
On the other hand, the fact that it requires so much restraint to roleplay in an RPG is fucking retarded. I understand that one of TES’ signature features is the progression system which encourages experimentation and flexibility, so I'm not arguing for rigid class restrictions. But there's very little in Skyrim that encourages or rewards sticking to a character/build concept. The game should give you little nudges and incentives to make a character and a build, rather than shrugging and saying, "Roleplaying is entirely up to you. I’m not going to do anything about it". More importantly, your actions have almost no consequences. The Civil War is one of the few examples where choosing a side locks you out of a questline or becoming a vampire gives you permanent buffs and debuffs that you have to work around (lowered fire resistance can make some encounters a challenge if you haven’t made efforts to offset it). Otherwise, the world rarely reacts meaningfully to what you do. You can become Arch-Mage with zero investment in magic skills, and you can murder members of the College of Winterhold publicly and be let back in with a fine and everyone acts like nothing happened, multiple times. A random guard in a backwater like Morthal can know that you are a member of the most infamous, feared and despised murder cult in the world and yet the honourable Companions will let you in, no problem. You can become Ulfric's top guy and still walk right up to Tullius and have a chat. You can help out Jarl Elisif, including carrying out the last will of her husband, while she believes you are one of the top agents and most loyal soldiers of the man who murdered him.
As an example, I think CK3 does a better job of supporting roleplay. Your character's traits don't necessarily prevent you from acting against them, but doing so can have lasting consequences. A PC with the compassionate trait can order the murder of children but it can lead to permanent negative consequences both in the form of permanent debuffs and NPC opinion which impact the way you play. conversely a sadistic trait PC will be rewarded for doing the same action. CK3 mostly nudges you toward actions that would make sense for your character or away if they wouldn’t. It does sometimes put its foot down and say “No, your character can't do that” but it also opens up new options based on previous actions. I'd argue even the Sims 4 does a better job of encouraging roleplay.
My problem isn't that Skyrim gives you too much freedom. It's that the world rarely ever cares what you do or who you are. You can create a defined character in your own head, but the game does very little to acknowledge or support you in roleplaying beyond what you impose on yourself. If you play the game normally, your “character” will be an amorphous, amoral, omnipotent player-golem that only exists to engage with gameplay, not a character. I think an RPG should help to facilitate unique characters.
TL;DR An RPG shouldn't rely solely on the player to practice restraint to roleplay. The game should help to nurture roleplaying. Skyrim makes your actions meaningless as there are little to no consequences and thus your character feels divorced from the world, devoid of any identity and IMO fails a major aspect of an RPG.
I do have some ideas about how I would possibly change it in an ideal world and comparisons to Morrowind and Oblivion but my post is too long already and I admittedly struggle with being brief. 
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