This isn't world of warcraft, Dragons are here to destroy the world, and are comparable to angels or watchers, so it makes no sense for them to let you go riding around on your back, following your every whim. These aren't dumb beasts, these are surpreme beings of aedric descent.
First off, it has been confirmed that not all dragons want to kill you or destroy the world.
Second. "There is one they fear", and that'd be you, the Dovahkiin.
Will their be dragon mounts in game? No, and that is fine with me. But that is not a good argument against it.