The reason for the distress is that the team made it so that Fallout 3 ended, after completing the main quest. Fans were in a rage and Bethesda took notice, which is why they changed it in their expansion pack.
So will they pull the same stunt in Skyrim? The answer is no. That has been confirmed. They really took notice to the uproar in Fallout, and will probably never do it again.
Which means that you can continue to wander the wastes, tundras, forests and mountains of Skyrim, even after you've completed your heroic world-saving quest.