I think the yell is appropriate for that character. It seems like a very Nordic thing to do. It's like acknowledging who you are before the gods and spirits. Dovahkiin, that is who I am, I have come to reap the souls of dragons and give man and Mer they're rightful stewardship over this earth.
The main problem I have with this is that the game makes a choice of how that character acts and thinks. This should be the players job.