With Oblivion, Bethesda showed that they can make an entire province in one game. In Morrowind, they initially planned to include the entire province, but could only do Vvardenfell. However it still took place in Morrowind. In Daggerfall, the game took place in the areas surrounding the city of Daggerfall. So it only makes sense that the game would be taking place in the same province that it was named after. As for Oblivion not mainly taking place in Oblivion, that doesn't really apply to Skyrim. Unless you think we'll be spending most of our time in a daedric realm and only occasionally visiting Skryim, which doesn't make much sense. Maybe you see something I don't but I see no reason to believe a game named Skryim will take place anywhere but in Skyrim. And I find it hard to believe it wont be the entire province, considering Bethesda has the ability to make an entire province now.
While i have no doubt about Beth's capabilities, i imagine something slightly different to what you are saying. I'm pretty sure that the dev's have the capabilities to make more than one province, look at this http://uesp.net/wiki/File:TamrielMap.jpg, Skyrim is adjacent to four provinces, I remember hearing that one of the main things the dev's wanted to include in Oblivion, was to have lots of NPC's fighting at the same place at the same time with the player character, for obvious reasons they never really fulfilled that idea. When i first heard about them trying to optimize their engine, i remembered the limitation of the current engine with things like what i just described, it occurred to me that they may try to revisit that old idea and the best way to do so would have some sort of war (DISCLAIMER: purely wild speculation beyond this point) with all the problems at the northern areas, it was my guess that they would have some sort of war to do with Skyrim, but not necessarily limited to it.
Anyway that's my interpretation of the whole Skyrim trademark, feel free to kick it in the (insert noun for place which may feel extreme pain when hit)