I think it’s fair to say that a game involving a demonic horde invasion qualifies as a dark game.
Gavin Carter

While that may be true in theory, Oblivion is not such a game. First, there is no demonic horde invasion going on there. The demons did open portals all over the place, but instead of invading, they are patiently waiting for you to show up and close all those portals in not very timely manner. Second, the rest of the world doesn't seem to care much and if they do, they hide it well. The problem with the demonic invasion, even as poorly organized as the one presented in Oblivion, is that it doesn't fit the "take your time to explore our world and join a faction or four" motto of the Elder Scrolls series. I mean, the game starts, the emperor dies, I'm told to find the heir NOW!, before it's too late, so joining the Thieves Guild instead and looking for something to steal didn't seem like a very immersive and logical option. All that dramatic main quest urgency seems to play against the strength of the series, breaking immersion and questioning the presence of the menacing, yet silly due to their uselessness, gates. Speaking about the gates...