Wrapping Skyrim in impassable mountains just doesn't make any sense.
People DO get in and out of Skyrim. They've been doing it for hundreds of years. Why should the region suddenly be an enclosed, inescapable bowl?
I'd like something more elegant than invisible walls (such as a Far Cry 2-style pass out and reawaken, just with a dense mist that rolls in instead of heat stroke), but even the "turn back" invisible barriers are better than making the region absurdly confined by natural barriers.
(Moreover, there shouldn't
ever be such a thing as impassable mountain slopes - all terrain should be climbable with the right skill)