NWN 2 doesnt really have "levels" it has "areas". You can usually freely move between any of the area's on the world map during any given chapter.
Overall, I'm having no problem with what your saying about Oblivion but I do prefer open spaces. How open are the areas in NWN2 or are they linear?
If you want the illusion of a real world and less of playing a game, first and foremost, you must have the freedom to roam and explore. The reason to make a game linear is that the developer does not want to take the time to lay out the country side for you to explore. Instead they provide paths to and from each location of interest. As with MMOs in general I prefer wide open spaces because it mimics a real world. I also agree that linear games can be excellent, especially FPS, but in RPG if I have a choice I'll always choose the ability to really explore.
As far as the Oblivion story- how far did you get into it? The king is dead, he's got an illegitimate son who rises to the occasion and sends you on a variety of quests to help defeat the bad guys and permanently close the Oblivion gates. I as yet have not finished the main quest but I think I'm getting close. It seems no more lame to me than any other RPG story.
I do have a little problem with why you start out in jail. I don't really remember the stated reason and then you end up tagging a long with the King and then helping him. The game does allow you to be a thief and join the Dark Brotherhood. Nothing says you have to help the good guys, but I do wish ES4 had been designed so that if you are going to be given urgent tasks, there are consequences if you ignore them.
I just think it was too difficult of a task for Bethesda to insert the kind of consequences into the game that you would expect to happen, towns being over run by Oblivion critters and destroyed similar to Kvatch. But I think I understand now that Kvatch was the exception, it was destroyed. It is as if, the other gates are open, but nothing is going to happen until the main assault on Bravil. And the main assult won't happen until you progress though the main quest to that point. So that is why nothing happens with these other gates. In a way it's like a scripted story.
Please explain why your not playing a role? As you gain fame more and more people know who you are, and Martin's people are very happy your there to help. In the Mage quests you directly help the establishment root out some problems in the province. Maybe because you've decided the story is not worthy, then it's not role playing?
The reason the main quest can be ignored is because Oblivion is more or less a static setting. There is no consequence for ignoring it. That is probably the biggest flaw of the game. But if you play along, there is an illusion of making progress against the bad guys. It's really no more contrived of a convention than giving you a world to explore but making you stick to the path. But despite this I'm having a great time questing in the Province of Cyrodiil. Pity me!