Bethesda's main reason for keeping the game world similar across its history is to allow different games to take place far enough apart in history to give the designers creative freedom regarding locations, events, politics, etc., while still providing a consistent experience for the player, one that's worked so far to make the series a success.
However, I find it curious that people think that 200 years between Oblivion and Skyrim, without what we'd consider today to be big technological changes, is somehow odd or ahistorical, or that it needs the existence of magic to explain itself.
Most people's day-to-day lives in medieval Europe stayed more or less the same for about a thousand years from the fall of the Roman Empire to the late Middle Ages. Technological innovations that appeared in that time were largely what we would consider minor changes to existing technology, though they were significant to many in the context of the era. However, most people never encountered those innovations at all.
The anachronism here probably isn't "stagnation" in this fantasy world, but the viewpoint of contemporary people. We expect rapid technological advancement over time, and we see it as the norm for the march of history.
But in medieval times, this wasn't most people's experience, and indeed, as far as sheer belief went, most in the medieval West believed the opposite: that the world was constantly descending from the golden age of the past into a dark future of barbarism, when the skills and tools they used daily would be forgotten and lost to time. (That made the end of the world, in the religious sense, seem a lot more pleasant as a prospect.)
There are parallels to this medieval belief in a bygone golden age, likely intentional, in Skyrim's history and myth: the history of the Chimer and the Dunmer or the snow elves and the Falmer, the buried high-tech cities of the Dwemer and the disappearance of their builders, the belief of many Mer that the creation of the world was itself an act of evil, the regard in which Skyrim-era Nords hold the heroes of Atmora, the entire concept of the Dawn-to-Merethic-Era timeline, and so on. These may be knowing adaptations of the medieval concepts, or they may simply have been inherited from other fantasy media that use some version of the concepts themselves such as many of the worlds of Dungeons & Dragons.
What's just as interesting to me is the anachronistic modernity of Skyrim's world, mostly to provide a setting that the player can enter and play around in without needing to spend too much time adjusting. There seems to be a worldwide common written and spoken language and widespread literacy in it, for instance (and what a pain the game would be without that). There's an equivalent to the East India Trading Company, which in the real world was such a massive social development (and a symptom of others) that it marked the end of a long-existing social order. Religion is distinctly metropolitan, with wide variance in practice and in the political power of clergy. Finally, there is a laissez-faire attitude toward technology and economy, with few bans on general sale of certain goods or laws setting prices.