In your opinion. There are higher powers in Tamriel, and they're not shy about exercising their power in subtle ways, when they have to.
If a higher power actually did occur, its merely that the toon is jsut a pawn in a little chess game (Morrowind), but I doubt such involve is that great to event notice. Oblivion is just plain blind luck that it happens.
I'm sorry, but I think the difference between boat and dungeon is a superficial one if you're being held against your will in both. I mean, that's a concrete fact of your character's situation, lore-wise. They're prisoners. Whether they're there for obvious reasons (i.e. committed an actual crime) or more subtle ones (an assassin purposefully placed in said cell to trail the emporer and secretly aid in his assassination), is entirely up to the player to think around.
Except ya left out "prison cell" and put in "dungeon crawling" instead. In any case, I might actually accept the dungeon intro if something like that of Daggerfall did.
Morrowind-wise, its is very vague to even consider that the toon is even a prisoner at all and because of that, one can make up ALOT of story to get to that point. Not to mention the toon is in a boat. Oblivion-wise, toon is put in jail. That limits to how one can be ingame. Both VERY different atmosphere and setting of how to start off the game.