The thing is, starting kinda in the middle of no where allows for that epic view of the world that Oblivion and Fallout 3 had. And I'd much rather have an epic view of the mountains and valley's of Skyrim, rather than some town square.
You didn't really start out with an "epic view" of the world in either of those games, though. In Oblivion, you started out in a dungeon tutorial that took nearly thirty minutes to get out of. In Fallout, you were inside the Vault for about the same amount of time before you actually saw the world.
Honestly, Morrowind's way of introducing the player to the game seems the best way to me. It was quick and you got a view of your game world within a few minutes of starting. I feel like introducing the game by letting the character loose in a small town with a lot of things to do is a much better way of starting the game. That way, they feel like they are actually playing the game, not just running through a tutorial. And really, it's not
that hard to figure out how to play the game. You don't need a whole tutorial when you can look through the game manual quickly while the game is installing and receive a few simple hints at the start.