If you've played Oblivion, or are even remotely interested in the idea, and haven't finished the main quest, you need to do that now. Then you can come back so I can annoy you by obsessing over it.
Another issue that occurred to me, as I was thinking about the main quest ending in a general way, is the foreshadowing.
Because there's this big twist. Short version: Your goal on the main quest is to reforge the boundary between Tamriel, where mortals live, and Oblivion, where Daedra live. To do that, you need the Amulet of Kings, and you need a "dragonborn," in this case Martin Septim, the illegitimate son of the Emperor. So everything you do revolves around keeping Martin from getting killed, and getting the Amulet back, because Jauffre let it get stolen.
Only it turns out, at the very end of the game, that it was all useless, nothing you did mattered, because it was too late, and now the daedra have gotten enough Oblivion portals open that Mehrunes Dagon is here and there's no way to stop him. No one ever says anything that indicates that this would even be possible. There's no mention of any kind of time limit. Sure, there's urgency, because the longer you wait the more likely it is that the bad guys will figure out some way to kill Martin, and then you're all doomed.
But there's no mention of any other kind of time limit. It's logical enough--daedra have to open a number of smaller gates before than can open a big gate, so it makes sense that if they get enough gates open, their leader can get through. However, no one tells you that if Mehrunes Dagon gets through, there's no hope of getting the barrier back in place.
The game did do a pretty good job of telegraphing that something bad was going to happen. Mostly because minor NPCs kept saying that there was no way anything could possibly go wrong. And any mention of the Mehrunes Dagon thing would have made it clear that this was going to happen, so it's understandable that the designers wouldn't mention it. On the other hand, it's not like that was the only twist, because there's still the, "Wait! We're not doomed after all!" moment that comes right after that.