yes i would agree to this its rediculous in oblivion you can fast travel all the way to leyawinn the moment u exit the sewers
Of course, part of that is because some amount of the "starting" quests (like, joining the Fighters guild, or the recommendations to get into the Mage guild, etc) were in cities far away from the start of the game. Not that this was good design or anything, but it certainly had to be a factor in allowing people to, for example, FT to Anvil right off the bat.
(But like I said - it wouldn't have really been much different if there'd been "carriages" in Oblivion... you'd need to explore a couple dungeons or do a couple quests around the IC first to raise some cash, but then you'd have been able to just carriage out to each city. :shrug:)