dtgreene: Why does the game limit you to six save slots, anyway?
(Actually, why do PC games have limited save slots? It's understandable for old console games, where storage space was a concern, but it makes no sense for PC games that save to a hard drive.)
Why do roguelikes exist, or games with Ironman mode? You can always backup the relevant files (or the whole game) before or after each session. You can quit these games whenever you would normally use the save function, take a backup, and re-enter the game (and restore the backup whenever you find it convenient). It's simply a little more cumbersome, takes a little longer, but isn't a real hindrance, if you want to avoid permadeath or other unpleasant experiences.
As far as Daggerfall is concerned, the game was released when most PC's were not capable of playing the HUGE installation, 400-something MB), and the save files and loading times could get quite large when you played long enough (remember that Arena, the predecessor of Daggerfall, has more save slots). You could say that Bethesda could have provided more save slots for Daggerfall, together with a warning to watch disk space, but you know as well as I that this would have lead to many complaints and negative comments (yes, the many bugs achieved the same ...).
Do you remember what happened in the early days of Morrowind? Complaint after complaint that the game was running too slow even on the most powerful PC's of the time. And do you know why this was the case? Because Bethesda had decided to take roleplaying seriously, and had derived the movement speed from the Speed stat of the character. When the players increased Speed by whatever means, the character movement became noticeably faster. You haven't seen such a design decision in later games.
To use or not to use save games (and to what degree) is a question of how difficult you want a game to be, and how you want to play it. Do you want your decisions to matter or not? Are you happy with starting over after you made a decision with negative or even fatal outcome? Limitations of games to one or no savegame are deliberaste design decisions most of the time, in old as well as new games, but limitations to 4, 6 or 10 save games had more to do with performance and capacity - or simply with ignorance or laziness of designers or developers.