Reviewers use systems in ideal conditions--no background programs, clean installs, newest drivers, startup the game as soon as the system boots. It isn't completely indicative of performance of a standard users system, merely to point out the differences in the hardware given the same testing conditions. Also if you may notice the majority of the benchmarks use Windows XP; if you use Vista by default you on DX10 mode which means you suffer a performance hit (but your game probably has some more effects enabled).
Additionally reviewers tend to use time-demos which tend to perform a little better than the regular game (no user inputs). And even when they aren't the default timedemos, you don't know "where" the reviewer was in the game to actually gauge how they came up with their numbers.
I wouldn't put too much stock in reviewer numbers, unless you are running a Dell (i.e., OEM) you should be performing close to par.
As for Oblivion, it's a pretty demanding game. Really depends where you are getting those numbers, I'm sure your average is not 20 all the time outdoors. Also when you get into combat into Oblivion you take a huge performance hit, I know most reviews are getting around 30fps with max settings but these are outdoor timedemos and not actual combat benchmarks.
I know in NWN2 there are certain areas where no PC on earth can manage more than 4-5 fps, while in other areas you can average in the 80s and 90s easily. Every game has it's bottlenecked areas. No matter what era, there have always been unplayable games for various reasons, and unplayable performance in certain areas in certain games. Every generation games are becoming more complex and this is why developers keep writing driver code for *specific games* because it's impossible to simply brute force games (see 3Dmark06 CPU test framerates, lol). Driver teams simply optimize the most popular games, but some games where the requirements are so steep the driver teams can't put that much effort into optimizing it since very few people will actually play the game.
