That's true, and there are a few very good resources for wooden walls/fences that could be used specially in the beginning or before the PC starts to mine rock or something. Altought in the end the settlement/village/town has probbably grown alot and become very fancy (including the PCs house) so ordinary "game walls" could look a bit out of place. But it is of course something that could be a bit hard to do.... So it's up to QQuinx or any other modder to do it if they deem it's worth the effort. P.S. I'm tempted to add that it would be historicly a bit more accuret, but as placing Oblivion on a exact place in our timeline is more or less impossible, so I wont say it (sraight walls were used but not so often in big and rich/important cities, like e.g. Acre (in the Holy Land)).