I haven’t seen Morrowind’s mentioned, but some of its side quests are very grey in their morality, in ways that later Bethesda games aren’t. Definitely recommend if you want to make choices that keep you wondering if you actually did the right thing, and whether it was in character with your character.
But then again, that goes for the whole story. There’s just enough hints and mentions throughout to make you wonder if you actually are the chosen one or just someone stumbling their way through the game, luckily having events line up with a prophecy.
It’s hard to imagine Bethesda ever attempting something so ambiguous again.