Because the game is meant to be played however you want to play it. Although you can and should do side missions and will do main missions, there's not really anything to follow. You can do it however you want, whenever you want to. Hell, you don't have to do any missions to level up (although....that's not really recommended). You can become level 20 and still be at the very beginning of the game. Like I said before, there's really nothing to follow. Also, you're gonna encounter more enemies as you explore the wasteland than you will in sewers, buildings etc. Maybe you were expecting a lot of action I guess and enemies cluttered in small environments (although there is some of that in the game). I hated this game too when I played it for the 1st time but I was expecting much more action and I wasn't use to the engine and gameplay
If you don't like Fallout 3, stay away from Oblivion. Speaking of Oblivion, I still don't understand how it got positive feedback. IMO, the game was dull and BORING







