Starting in a prison is kind of like their trademark. Kind of like how all characters in gears are huge bulky men in bulky armor. It's just part of their way of making the product their own.
And normal sized men....and normal sized women....in different armor and clothing.....
But yes, I sort of agree.
OT: The point of starting out in an RPG where you have a very limited(if not any) back-story is because
the point of the game is what you do while you play, not what happened before you created your character. Does it have to be prison? No. Does it matter if it is? Not really. In OB, I didn't really care about being in prison with any character. I just assumed there was a reason, good or bad, and played. I focus on the writing, story, and gameplay of a TES game WHILE I'M ACTUALLY PLAYING, not when I'm designing a person's name, race, and entire genetic stats from scratch. I think TES games are supposed to give a generic "amnesia" sort of effect for having any advlt character. If we started as babies, no one would complain about this. Because you would do everything in your life while you played, thus negating the concern about back-story. I think that since we will start as advlts in Skyrim, about to be executed for crossing the border, we can make any reasonable explanation about where we came from, who we were, and what we want to do/how we lived. The TES beginning sequences are some of the last true RPing built into a game for the player to decide on. Most all other games nowadays have back-stories. I think TES being unique like that is a great thing.