Leroux: But you don't necessarily gain anything from grinding in these games, since (at least some of them) aren't XP based and do not reward doing the same thing over and over again. And enemies scale, so you can't steam-roll the majority of the content just because you grinded a lot. (Which I guess makes it all the more annoying, since all the grinding doesn't really lead to anything so it's even more pointless.)
They do reward doing the same thing over and over again - just not with "experience points". But it does raise your skills, at least from Morrowind on. Attacking enemies, casting spells, letting people beat you while wearing heavy armor, going swimming by jamming a key...good times :p
As for the scaling, it was negligible in Morrowind. Oblivion was broken in this regard, but you could just remain at a low level while maxing out your skills. Skyrim scaled as well, but per creature and not past a certain max level - 50, I think? - which made it really susceptible to utter steamrollage after the cap was essentially removed. Not that it was a problem before, as Skyrim is by far the easiest of the three regardless of level - I mean, in Morrowind, you kill the gods (!), in Oblivion you kill the spawn of the gods, but in Skyrim you butcher flying lizards, bully primitive cattle herders and engage in shouting matches with your extended family. Riveting.