Ah, but the world of Skyrim is itself the deep and thoughtful narrative. It has been painstakingly crafted to give the characters, locations, and history meaning and interest. Only the barest minimum amount of freedom is then sprinkled on top in the form of player agency. The consistency is what makes it so interesting!
For an AI generated story, you'll need to find a way to ensure everything stays coherent. If I convince a random farmer that it's in his best interest to try to kill the king or marry the mayor's daughter, but come back the next week to find him contentedly plowing his field again, my immersion is broken and my day is ruined! I suspect that giving this level of freedom to NPCs will make crafting a stable (playable) world difficult to impossible.