Seriously, tell me a game that does it better than seeing the Solitude arch or the Throat of the World towering in the distance and being able to walk right up to it without a loading screen. Optical illusions and societal sustainability aside, that's what immersive sense of scale is all about.
Not to be that way - and I might be alone on this - but I'd barely call Skyrim an role-playing game. It has some of the things that define an rpg for me but is severely lacking when it comes to aspects that is important such as a immersive and deep world that changes based on the events that take place in the world, advanced and well thought out quests, dialogue that matters and interesting characters - which skyrim has none. For me it's more of an exploration-experience and this is something that skyrim does well, the elder scrolls world feels small in oblivion and skyrim because the maps in them are just too damn small. If I play a game that tries to mimic an entire continent I don't want that area to be as big as my hometown. The world in skyrim - for me - feels small. It has visually stunning places ofcourse but that is not what makes an rpg. Those places could be found in any game where you might explore.
I suppose it all comes down to how you are experiencing role-playing games, what makes the world feel real for you. I'd say that Baldur's Gate 1 and 2 does a hell of a lot better job at immersing me into the world than Skyrim. Those games restrained where you had to go and what part of the world you could explore and the world never felt any less huge because of that.