Explaining the things I look for when considering these topics seems like the obvious place to start. Marxists view literature (and variants of it like film and video games) as an artifact of the time in which the individual piece is made. This may seem intuitive to everyone, Marxist or not, but specifically we must interpret literature with two overarching questions constantly in mind: What is the creator attempting to convey intentionally and what is the creator unintentionally conveying? These motivations, conscious and unconscious, are intricately tied to the ideology of the time and culture of the creator(s).
What are the class relations like in the piece? What stage of history are the societies featured in and how are the people working towards patching up the class contradictions? Who is oppressed, who is the oppressor, which of the two is painted in a positive light (if either)? Does the work reinforce the existing ideological structure in society or does it work to undermine it?
Is Skyrim a radical piece of art?
Skyrim is a province of Tamriel, northern and mountainous, whose inhabitants are for the most part Nords, descendants of Ysgramor and other Atmora people who settled the area in centuries passed. The Nords follow the one-time Tamriel majority religion of the Nine Divines, but their religious pantheon is impacted by their ancient culture, similar to how Christianity has many pagan roots here in reality.
I say "one-time Tamriel majority" because as Skyrim begins, the Empire has recently signed the White-Gold Concordat (roughly 20 years before the events of Skyrim) which banned the worship of the Ninth Divine, Talos, across Tamriel. The agreement was forced upon the government as part of capitulation procedure by the Empire, after losing to Aldmeri Dominion and their controlling faction, the Thalmor.
This is the backdrop of the Skyrim Civil War, as Skyrim rebels against an Empire that they believe is controlled too much by the Thalmor, and seeks its independence. After Jarl Ulfric Stormcloak kills the High King Torygg in a duel, the war breaks out in full force, with four holds declaring for the Empire and four declaring for the rebellion, with the ninth and final hold remaining neutral until eventually siding with the Empire (despite your choices in the game).
The answer is less obvious than you may think. Consider the position of the faction responsible for this entire conflict. While the Thalmor are certainly painted as religious zealots and no doubt are, the political gains made with the Concordat are tangible. Conflict within a neighboring enemy state is undoubtedly beneficial, and a civil war is the best case scenario if your intent is to weaken that state.
Furthermore, what are the Stormcloaks really hoping to accomplish, politically speaking? The Empire for the most part allows them to self-rule and has for a very long time. They are not regulating the economy, killing Nords, or anything material. The war was declared on an ideological front, not the physical one.
And so it is that the Stormcloaks are nationalist reactionaries, beholden to no overarching political goal or message aside from complete religious freedom. Without that religion, the war never happens. In what way do the Nords really want to restructure their society to improve it, aside from allowing religious acts? This is an issue that the reactionaries in Skyrim share with the radical left today, as often stated by Slovenian Marxist-Lacanian Slavoj Zizek - What do we do after we when our mythical freedom? There must be a plan for a post-revolution society - a specific one, not vague generalities.
Find a reactionary and look to what he's whining about and you'll find a liberal. The Empire reflects a subconscious conception of liberalism in the modern world - inept and incapable of dealing with the foreign threat (whatever that threat may be), inadvertently imposing ideologies on others. The Empire means well, and only intends to prevent destruction at the hands of the Thalmor. If only those Nords weren't so stupid and realized this!
And so, the correct position for a Marxist is neither, neither side's victory will lead to anything other than Thalmor domination, and the citizens of the Empire and Skyrim are in trouble no matter what. Of course, the most effective thing to do for both parties participating in the conflict would be to unite and to drive out the threat, rather than spill the blood of each other, but this isn't a possible storyline in the game - one side must be defeated.
The developers are of course, modern liberals, who intend to reinforce the notions that:
1. all sides have merits and should be respected (if you play the questline as Empire and Stormcloak aligned, you notice that neither side is presented as entirely perfect or entirely wrong)
2. there are only two options to choose from: decisions are linear and dichotomous - exactly what "real life" is like from the liberal perspective.
The message of Skyrim (at least the major Civil War questline) is one of generic real-life ideological reinforcement. It is not radical art that undermines any social notions at all - rather, it is guilty of conservativism of the most subtle form.