The actual consequence of choosing sides in Morrowind is something I miss dearly in other games. Even the political houses you can only pick one of the three. Oblivion and Skyrim people will just scowl at you and that's it. It's just a side effect of people wanting to 100% a game in one go. But for me I feel like I have never finished Skyrim on a character even though I've beaten it several times, because the game doesn't actually stop you from being a master-of-all-trades, in fact it was built for it.
I think my big sticking point playing Morrowind recently is just that the tools you do have to navigate and track quests are so rudimentary. If the journal and map were better, it would be a lot easier to handle.