That's not exactly right. The Elder Scrolls, as the name suggest, are very important to the background of the Elder Scroll games as a whole.
No they aren't. The first game they played any role in at all was Oblivion, and it was still just a side quest. The five preceding games barely mentioned them.
To Skyrim's credit, it really added to the backstory of the Elder Scrolls by explaining how they function for different people.
Whether that was good or bad is a matter of opinion. Previously they were a mystery and therefore interesting, now they're much more mundane. Would the plot of Morrowind have been better if it gave you a clear answer to the question of what happened to the Dwemer or who betrayed whom at Red Mountain? Of course not! Leaving some questions unanswered is extremely important, and I for one was much happier when the Elder Scrolls were this nebulous thing in the background.
And lets not forget that deep down at it's core, Morrowind is about a magical artifact too. (Heart of lorkhan)
No, it isn't. The Heart is a MacGuffin, yes, but that's not what the plot is about. Look at what the objectives of the individual parts of the main quest are. The entire first half of the main quest in MW is nothing more than gathering lore. You have to do favors for those informants that Caius Cosades sends you to in order for them to give you information about the ashlanders, then you do a bunch of quests for the ashlanders in order for them to tell you what this whole Nerevarine thing is about, then you have to get that priestess out of jail so that you get some more lore at their secret monastery... Most of the main quest is just figuring out what the hell is going on and why, i.e. what the hell happened at Red Mountain when the Dwemer were defeated and disappeared and Nerevar was killed. The point of most of the MQ is to learn the lore, and it's only at the very end, when talking to Vivec and reading the notes he has had prepared for you, that you find our what you're going to have to do.
Compare that to the MQ of Oblivion and Skyrim. You're told by the first significant NPC what's going on and what you're going to have to do. That's Jauffre in Oblivion. He tells you right in his first conversation that there's a daedric threat, that the Dragonfires have to be re-lit in order to avert it, that it can only be done by a Septim using the Amulet of Kings in a specific temple in the Imperial City, and that there is one last Septim who can do it. There's nothing left to discover, you know right from the outset that you're going to have to get the guy and the amulet to the temple. The quests in between are just contrivances to artificially prolong the MQ. They're nothing more than fetch quests to get minor MacGuffins in order to enable you to get the big MacGuffin. The theft of the Amulet if Kings isn't a shocking turn of events, it's a necessity. Otherwise the plot would be a grand total of two or three quests long. Get amulet, get guy, get guy with amulet to temple. "We need this here magic doodad and that guy to win the game. You go get the guy, I'll keep the doodad here where it'll be safe," says the first major quest giver at the conclusion of the first quest of the game. Yeah, right. I totally didn't see that twist coming.

Likewise in Skyrim you're informed by Balgruuf that dragons herald the end of the world, that only a Dragonborn can defeat them, that you're the Dragonborn, and that a Dragonborn's power is the Voice. So again you know right from the beginning that you're going to have to defeat the dragons using Thu'um. It's all laid out in front of you from the start, you don't have to do any thinking. You don't even have to listen to the dialog, you can click through it and just follow the quest arrow. In Morrowind you at least had to listen to what people told you in order to know what you were supposed to do next.
And don't even get me started on Daggerfall. Let me show you in graphical form:
As good as the MQ is in terms of lore, it's mostly linear and straightforward. Oblivion and Skyrim are even more so. Now compare that to...
Look at that! No, seriously, look closely. Not only is the quest progression a lot more complex, not only are there a whole bunch of standalone quests and optional quest branches, there are actually
two separate main quests running in parallel.
Long story short, TES games have been getting better in terms of graphics and gameplay mechanics over the past decade and a half, but also gradually worse at writing and depth.
Fake or stilted depth and lack of depth aren't very different from one another.
Which is why Skyrim is only slightly better than Oblivion in this respect. Oblivion has no depth at all, Skyrim has fake depth, and Morrowind has real depth.