They really don't. Sure, there's a ton of content, but the quality is mediocre at best. The only DLC Bethesda has released that I'd classify as good are The Pitt and Shivering Isles.I think you are out to lunch, They do DLC better than almost any other developer.
Most Oblivion DLC was house-mods, Fallout 3's DLC included a lame retcon to make up for the stupid ending and fan-fiction about aliens and Skyrim's DLC were a house-mod, a story that only existed because Morrowind-nostalgia and a Vampire-story that only existed because someone at Bethesda came up with a silly overpowered gimmick (Vampire Lords in Dawnguard).
The last one was even worse for someone that cares about the lore, because not only did the Dawnguard storyline conflict with the known lore, it also created a huge plothole. Because if there are still living Snow Elves, why the fuck do you leave him standing around in his own little castle instead of sending him to the Mages Guild pronto to talk about the Dwemer and all other kinds of lost knowledge that only he knows.
Compare that to New Vegas, where Obsidian planned everything way ahead of things. Even without the DLC you hear people in the main game refer to Ulysses, Joshua Graham, Elijah and the Big MT and you see Dean Domino posters in the casinos. And of course there's the fact that every DLC is connected. You can find stuff about Elijah and Christine in the Big MT (and vice-versa, they talk about Big MT in Dead Money), Joshua Graham was waiting for Ulysses when you first meet him and in the Big MT you find Ulysses' voice recordings.