Yes, that couldn't be more wrong. A quick google search shows that EVERY previous Elder Scrolls game has had a demo.
I think you need to do that search again. Morrowind and Oblivion did not have demos.
In any case, I don't think Bethesda's RPGs really need demos. They all have the same strengths and weaknesses:
1) Huge, detailed world to explore.
2) Lots of things to do.
3) Nice graphics (from a distance).
1) Poor balancing.
2) Poor writing.
3) Lack of actual role-playing.
The only significant difference between games is the settings. I enjoyed Morrowind more than Oblivion because the setting was more interesting. There was a bit more role-playing as well but not enough to really qualify as a good RPG.