In Morrowind, a big part of gameplay was figuring out where you needed to go to progress in a quest. A NPC might say to go to a town, take the East road out, turn left at the lake, and proceed until you see a certain kind of tree. You actually needed to do all that just to find the next step of the quest. It felt incredibly immersive. In Skyrim and a lot of post-Skyrim games, you just take a direct path to the quest marker without even thinking about it.
Quests in Skyrim often feel shallow because you put in almost no effort. It's a little skippable dialogue, a run across the mountains to a quest marker, kill something, loot something, and run to another quest marker for more optional dialogue. The dialogue in these quests often didn't even explain how you know where to go. Maybe the NPC puts a mark on your map, or maybe you're just psychic! Writers no longer had to care about giving directions, so they often didn't.
Bethesda probably did this because players were complaining about getting lost in Morrowind. If a quest isn't carefully written and the world carefully designed, it is often easy for players to miss the mark. After Skyrim, quest makers became the norm in all sorts of RPG's. It reduced effort for developers and ensured players don't get lost. However, it may be the case that the frustration of getting lost and the triumph of finding your way are parts of a compelling role-playing experience.
BG1 and Fallout 1/2 were both games where you could get badly lost and wander into areas that were way too tough for your character at the stage of the game you were currently in. Getting a little bit lost, a little bit in over your head, and stumbling upon something hidden was actually a lot of fun.