The protagonist in Oblivion lived in Cyrodiil before imprisonment; he/she would already know the land pretty well. The Nerevarine, on the other hand, was completely new to Morrowind. And findings stuff in Morrowind was often a frustrating nightmare.
I agree that the system was too convenient in some situation, but in most cases it didn't make much of a difference, given the map and fast travel.
True; that's a pretty good point too, especially to justify a feature in a way that the devs themselves probably didn't think of, lol.
Speaking of fast travel, while I would have enjoyed the idea of seeing what system of travel Cyrodiilics used to get around, I feel fast travel is extremely optional and the world itself is really too interesting to simply fast travel everywhere and not walk. There are ever horses, just use them if you're gonna fast travel. But eh, that's just my opinion.