It's about a part of lore that actually kept constant: the importance of Talos to the Nords of Skyrim. Fan in-world theories have tried to explain why the Nord religion changed between Oblivion and Skyrim, but the obvious out-of-world answer is that the devs decided to keep the Oblivion system.
Instead of their own traditional religion, Skyrim's Nords now followed the Imperial Cult of the previous games and were really into Talos.
For many longterm fans of the Elder Scrolls, the Nords' devotion to Talos in Skyrim came as something of a surprise.
