The basis of Skyrim's story - for all purposely fantastical - just isn't all that interesting. A bunch of dragons died years ago…now they're back and plan to take over the world [insert overly-complicated reason why]… oh, by the way - you're the ‘chosen one', the only one who can stop them [insert almost non-existent reason why]… get to work.
Compare this with Fallout's very real threat of nuclear war and the devastating effect it would have on the planet. As a mere courier, you are instantly aware of just how expendable you are in New Vegas. The Mojave Wasteland is almost the perfect setting, as it drives home a desperate scenario of desolation. The reinvented New Vegas; overrun with gangs and thugs battling for both power and survival is almost certainly how our fickle human race would act if placed in similar circumstances. Battling your way to the top in order to save New Vegas from itself and being forced to decide who you can trust; kill or let live, all makes for gripping storytelling.