I'm not sure. If I had to guess, I'd say it's possibly because the Dovahkiin is so heavily customizable, and changes significantly depending on player choice. Sure, there have been characters with some degree of customization in Smash before, like the Villager, Inklings, Robin, the Miis, or Corrin, but at least all of those maintain the same core gameplay no matter how you change their appearance, and in the case of the Pokemon Trainer, everybody gets the same starters no matter how they play the game.
Sure, the appearance of a character like Robin might change quite a bit from player to player, but at least he or she consistently stays the same species and starts off with a combination of a sword and magic. I haven't played much of Skyrim, but from my understanding, you can go any number of directions, from a sword-wielding human to a stealthy lizardman archer to a vampire cat mage.