It has fantastic worldbuilding, and parts of it feel alien, but it is much less fleshed-out.

Part of the appeal of From Software's games is their coyness. Very little is explained, and players need to piece the story together from scattered scraps of information.

Morrowind is a comparative firehouse of information. There is much more (mostly silent) dialogue, and there are a lot of books:

https://www.imperial-library.info/books/morrowind/by-categor...

tl;dr: Not enough reading.