That's the weird HP Lovecraft one right? He's actually one of the few Princes who you basically get fucked into working for as you're going through the final DLC if I remember, so meeting Dagon for the most part isn't even optional, and you still fuck him over at game's end.
That's exactly what I mean, aside from a few gripes, you are lord of everything. So what if you can't handle the Stormcloak rebellion how you want, who cares that the Blades are retarded, you're still a demi god capable of killing literally unkillable dragons, screwing over every Daedric Prince while also holding a pact with every single of them (which I'm pretty sure you can't do), you can become a Vampire Lord just through convenience rather than being beaten and/or raped by Molag Bal (that is exactly how pure vampires are made), you learn a shout people evented designed to basically rip apart a dragon's soul (I admit this one was more the effort of everyone else, but you still learn shouts instantly, even a man made one a dragon wouldn't know), and you prevent a literal god of destruction and death from doing his actual job of destroying the world (that's Alduin's entire point of existence, you're just delaying his destiny).
Like holy shit you have to be fucking high as a kite to think you're just some random goober trying to get by instead of a lore breaking badass who does whatever the fuck they want. Hilariously the most limiting thing in the game is just the simple fact you can't have multiple wives without mods because Mara is just that powerful I guess.