No, what I want is character development and expression of self. There are choices in the game, specifically choices as to which places you go when and to do what. There aren't any opportunities to express a character beyond what you're told you are, however. In some cases this could be achieved via choices (case in point, the Thieves' Guild quests, which provide plenty of opportunities to fulfill the given missions in a much more ethical fashion than the asshole douchebaggery you're forced to do if you want to complete them by the game's set requirements; easiest example is the second mission of roughing up local merchants for their payoffs - you could very easily walk outside the guild, wait a few hours, go back in and pay up the debts yourself if you can afford it, then just lie about having gotten the money from the merchants...except you can't because the game won't let you), but in other cases it's simply a matter of having your character demonstrate any sense of personal investment in ongoing activities whatsoever. There isn't any in Skyrim. It's all, as you said, in your head.
These two things are conflicting. You see, if my character's solely defined by what's going on in my head - perhaps making her into a compassionate knightly type person who's mainly interested in justice and helping people out - and then I run into a questline that tells me I'm something completely different (for instance, the cannibal cult questline), then which is it? Is my character what she seems to be in my head, or is she what the game is telling me she is? You can't have it both ways. Sure, you can just not follow up on that questline, but you can't, say, report them to the authorities for their activities. You just have to leave that quest sitting in your log forever. That's not playing a role; that's purposely NOT playing part of the game, which is the opposite of playing a consistent role throughout the entire game.
If you have to not play part of the game to make it a role-playing game, I'd call that a design flaw for a "role-playing game."