Bloodmoon and Tribunal. I know these DLC are slated for development quite a while after Skywind is finished and released, but Solstheim and Mournhold exist despite the player not having access to them. I think it'd make sense if NPCs mentioned details about those places long before they're actually developed and released as extensions of Skywind.
Soldiers in the Imperial Legion should mention that they're happy not to have been stationed at Fort Frostmoth because of a village of crazy Nords to the north, living trees, rumors of werewolves, a giant ice castle, "goblins", etc..
Ordinators in Vivec should mention that, despite how tough and unforgiving they are, High Ordinators are even more impressive and Her Hands are on another level entirely.
Regular NPCs could mention the Dark Brotherhood, some in the Imperial Legion (positively) and Ordinators (negatively) could talk about Royal Guards, various NPCs could mention a museum in Mournhold that purchases artifacts if you have them equipped, etc..
I'm pretty sure Bethesda did add dialogue to vanilla Morrowind NPCs with the release of Bloodmoon and Tribunal, but it was easy enough for them because there was no voice acting. Since all the NPCs in Skywind are going to have voice actors, I think it'd save time and a few headaches to get the voice actors to do a few more lines of dialogue now instead of waiting months/another year and hoping they'll still be around to do it then.
Also on the subject of world building: dragons. Bethesda has added lore to TES since Morrowind was released, some of it dealing with Morrowind (Vvardenfell). One of the biggest additions (elaborations, really) were dragons, which we now know made their way to Morrowind only to be slaughtered by cliff racers. I doubt it'd make any sense for any living dragons to still be in Morrowind, but it'd certainly be reasonable to come across skeletons in a few places (mountainous regions and caves, along with Solstheim when it's added).
Some may want to point out that dragons disappear when you kill them in Skyrim, but that's only because the player in Skyrim is Dragonborn. The reason burial mounds and the skeletal dragon in Labyrinthian exist is because whenever dragons are killed by non-Dragonborn, their skeletons remain. That means all the dragons killed in Morrowind would have left their skeletons behind. Arguably, most of them would have been dug up/collected by now, but given that many of the Dwemer ruins are somehow still teeming with valuables, it's reasonable to assume that a few dragon skeletons are laying around still, half covered by ash and dirt.

We're already written 10,000
We're already written 10,000 new lines of dialogue for morrowind NPCs. Some of these lines may cover what you have mentioned. Dialogue has been finalized at this point of the project. :)