New Vegas and Morrowind have a shared, magical little quality that I think has gone mostly unnoticed even after all these years, something that’s been in plain sight but critically under-discussed. And that is:

Their titles.

… Not that the words themselves are what's particularly special, but how their respective titular locations actually do define the entire game. Morrowind was so interesting because it, for the most part, bucked the fantasy trend of having an unambiguously defined hero, and players instead had to prove themselves to all the various societies in the region. Each group interprets the role of the Nerevarine differently, in a way that reflects their values, conveying an understanding to the player of Morrowind and its people. New Vegas works the exact same way, with a similarly undestined hero slowly learning about all the conflicts that shape life in the Mojave. The opening hours of the game are genius for how they introduce the daily struggle of the wastelanders, the cruelty of the Legion, the ineffectual bureaucracy of the NCR, the brutal lives of the urban Freesiders, and finally, the resources of the strip that they’re all counting on to save them. Making it to the strip is only where the game begins, and even by then, the player has already been fully integrated in the setting. Choices have been made that had the weight of consequence, not just from the mechanical standpoint of NPC reputation, but from the knowledge that those choices could impact the future of New Vegas. You know an RPG is something special when you could take out all the skill points, character attributes, and traits but still have a compelling roleplaying experience, and that’s why I think it’s stuck in people’s minds the way Morrowind has. Gameplay systems may age, but a thoughtfully constructed world with relatable characters in a conflict you’re invested in has a timeless appeal.

Addendum on the DLC (includes some spoilers):
The date listed for this completion is for a replay, which was also the first time I played the DLC, so here’s the DLC for the review.
Firstly, Dead Money was an odd lurch in tone, but it’s probably my favorite of the bunch. It’s an interesting post-apocalyptic story that could honestly stand on its own, but its themes actually do tie back into the main story in an elegant way, coloring the player’s view of each faction with an understanding of how dangerous a fixation on the past can be. Just wish there were fewer bear traps.
Honest Hearts feels like a Yin-and-Yang companion piece to Dead Money, with societies that are trying to start without the baggage of the past. However, while obsessing on the past is dangerous, you can’t escape from its influence. In other ways, it feels like the rest of New Vegas in miniature, including its problems, most notably having a half-baked villain. A little bland as an expansion but basically ok.
Old World Blues is… a thing? I heard it was the best for years, but I found the dialog to be so painfully unfunny that I nearly stopped playing. Apparently there has been quite the heel-turn on how much people like it now though, and it’s been slowly sliding down the ranks. I just don’t have a feel for what this DLC was trying to say, other than “stupid sci-fi is fun”.
However, Lonesome Road might actually be my least favorite for other reasons. While Old World Blues is painful to listen to, I think this one actually hurts the narrative of the main game, which is hard to forgive. It attaches mythological significance to your character at the very last moment, and suddenly defines a specific backstory that robs players of the history they built with their character. While the rest of the game hinted at what Ulysses was like, it never went so far as to actually set up a conflict with him, so he had to patiently explain your own backstory to you in order to manufacture enough drama for the final showdown to occur. After all that, you can still just convince him to just bury the hatchet and walk away, which seems like an unusual option. As much as I hate forced combat in a game that lets you focus on speechcraft, I think that the game let slip a beautifully tragic theme of irreconcilable differences. Metal Gear Rising put it in a way that's oddly fitting for New Vegas:

Standing here, I realize you are just like me, trying to make history.
But who’s to judge the right from wrong?
When our guard is down I think we’ll both agree that violence breeds violence, but in the end it has to be this way.
I’ve carved my own path, you followed your wrath, but maybe we’re both the same.
The world has turned and so many have burned, but nobody is to blame.
Yet staring across this barren wasted land, I feel new life will be born, beneath the blood stained sand.

I think if Ulysses was more of a perfect devil’s advocate, who would always rationally and passionately stand for everything you stand against, killing him would be an incredibly emotional moment. If the series’ theme is “War never changes”, the courier’s final challenge being the most basic human violence of brother against brother, courier against courier, it would have been a perfect parallel to the past, to Romulus and Remus, and to the future, to the Bull and Bear. I imagine that this idea was the original concept, but sadly, it didn’t quite shake out.

Sorry that addendum went on longer than the actual review, thanks for making it all the way down here, I hope you're having a great day.