I'd recommend Morrowind over Skyrim and FONV. It gives you total freedom.

As opposed to FONV, where you can kill most people, unlike what you said, you can kill anyone in Morrowind. FONV always has the fallback of Yes Man. Morrowind you can nearly lock yourself out of progress in the main quest if you kill the wrong people. There is always a way to finish it, but it requires much more from the player and most people probably would never figure it out.

It also gives you a lot more ways to play. There's no fast travel from the map, but there's tons of travel options. There are several places through the map that take you from one place to another, but there's also two spells (that can also be on scrolls) that teleport you to the nearest of a type of structure. There's mark and recall to mark a place and be able to return there. Then there's magic like fortifying athletics to jump really far, combined with featherfall or something to land safely, or levitation, or so many other options. You can also use these things on followers, so escorts quests can be accelerated by buffing the NPC. There's just so much more freedom they started removing after Morrowind.

The world is also designed as a lived in world first seemingly and a video game second. Skyrim especially is designed like an amusement park. Every dungeon is a roller-coaster with a very designed path and no freedom. Morrowind they feel like places, and there are so many ways you can navigate them usually. This can be frustrating, because you can get lost, but it isn't that bad and feels more interesting than the same thing over and over.