Oblivion...no matter what path you choose, or is chosen for you, the game was designed to have a final battle. It's the nature of the game...
What you say may be true for the other games you list but it's not necessarily true for Oblivion. Oblivion does have a main quest and if one chooses to do that main quest it does have a final battle. But the player does not have to do the main quest.
In addition, all of Bethesda's games are designed to continue after the player has completed the main quest (if the player even chooses to do the main quest). I have been playing Oblivion pretty consistently since release and have only done the main quest once, on my first playthrough. I am planning to start another game within the next few weeks and when I do I don't plan to touch the main quest. There is plenty to do after - or instead of - the final battle.
