Not an open world like Obliqion or Morrowind, you can go around quite a bit but the routes are pretty much those and the storyline is making you go about the same steps.
What changes are decision you make and effect they have in the long term in the game. I did it twice just to check alternate build of my character and endings/partial choices results.
That's my line of thouht too as news didn't say anything about casualties or injured military personnel there.
It would have been nice to hear from him though.
Oblivion was not a great game in combat but the story and whole game itself was great IMHO.
The sequel now in development, Skyrim, will have a more realistic ombat enviroment and the sotry seems to be even better.