But the lore is always the same. Nothing I did in Arena affects the lore in Daggerfall, like wise nothing I did in Daggerfall affects the lore in Morrwind, and so on. Yet two people could have very different story arcs going through Mass 1, 2, and 3.
That has much more to do with how they tell the stories in these games. Also, I would say Daggerfall is truely the place to start getting into all the lore of the game. However, Hooding, Neverine, CoC, and possible even the dragonborn do have a lasting impact in the world. The difference is Elder Scroll is very protective of the lore of their world, so they dont let the Hero of the scrolls shape the history of Nirn, atleast not in a forceful way via the game.
However what you do does impact the other elder scrolls, just not in an obvious way.
ME has to sacrifice its entire lore structure to adhere to the idea of "choice matters" and even then it is quite restricted. Honestly though, I dont really wana get into a comparison between the 2, because they are incredibly different games in terms of how the stories are told. Just if you are talking abotu the complexites in the games, that get carried over from game to game... The elder scrolls has quite a lot of carry over, it just isnt as obvious and is more catered to the lore nuts of the series.
I guess none of what I am saying really matters though. I dont play ME3 for near the same reason I play the ES games.