No. It's like a tradition. It's like saying "we're STILL saving the world!?"
It's been different every time, and as has been said before, it immediately gets people involved in the roleplaying experience--making up a reason in their head as to why their character is in prison--without making any assumptions about the character's past life, which, I think, is the most important part. If you're in prison, you could have done ANYTHING before that point.
If you wake up in bed at an inn in a city, you could have done ANYTHING before that point.
If you wake up on a slave ship in cuffs and shackles before having to escape, you could have done ANYTHING before that point.
If you wake up on the shore with waves crashing down on you, you could have done ANYTHING before that point.
I get that people care about tradition and all that but in this case I just don't, it's aggravating to me. A lot of people love starting out as a prisoner, but I'm just giving my personal opinion.