I don't think you can really compare the dungeouns of skyrim to the buildings of Fallout 3.
Sure, some of the building in Fallout 3 were open and many corridors to run down and could get twisted around. however, they too still had a somewhat linear path to follow.
The dungeouns of Skyrim are quite good. There are many that have traps and puzzles to figure out how to get through. sure, many are pretty straight forward and you just have to follow the road and you're done. On the other hand, some of those dungeons are freakin huge and there is so much to explore in them, that if you just "follow the path" you'll miss a lot.
As for the easy exit out, I personally like them because that means I don't have to spend time wandering back through a completed dungeoun. Some of the exits are handy to get back to the end areas if you have to go back to the dungeon again for another quest. Then again some exits are not easy access to the end areas because they're up a cliff or something.