I'm aware of that Bryn, thanks for the update though...
What I'm saying is that you wouldn't get to progress far in any questline if your character is chaotic evil because doing quests often involves working alongside others to meet a goal and very few goals in the game involve evil-doing.
I think it is fairly easy to play an evil character. An evil person has their own moral principles just like anyone else. To say an evil person has no morals makes no sense. It is just that their concept of right and wrong, is so different to the majority of people that they are unable to comprehend it.
As for why your character would be evil from a roleplay perspective there are plenty of reasons: Acting on orders from an evil deity, acting to further their personal power, acting the way they do because they feel wronged in some way. I'm sure you can think of more.
The reason someone would want to roleplay an evil character is simple: In Skyrim, you can be whoever you want to be.
I really think evil is in the eye of the beholder. If you think your characters are morally ambiguous because they feel bad when they wrong people then that is fine and you are free to classify your character as such. However, consider how the people they steal from/ murder relatives of would think of your character if they knew what you had done.
The difference between "evil" and "morally ambiguous" is in the eye of the beholder and perhaps is a matter of degree. If you are a true role player, every character is morally ambiguous. Is it not morally ambiguous, if not evil, to kill? Yet even a paladin kills, and most people would consider them a "good" character.
I imagine what you are calling an "evil" character is simply one who always makes the "evil" choice. Well, that is a tricky role play. How do you explain their motivation? It's hard to make that believeable, but not every player cares so much about that.
Ya that's also how I do most of my characters with their own personalies and verying degrees of evil my favorite is an orc I made who will kills any one if an npc makes a comment he doesnt care for he turns around and kills them then drags their body to the nearest child and eats him (namira's ring).