i'm sure most of us have been in this situation. You played Oblivion, closed the gates, purchased Rosethorn Hall in Skingrad and live a life of wealth and luxury. And then, as you plan to stay in the most important city again, the Imperial City, you are forced to live with the beggars, the thiefs and the rats down at the Waterfront District. And as you lay there in your tiny wooden shack, you dream of your comfortable bed in Skingrad as you lie awake for hours.
Or you played Oblivion. You are the Thane of Whiterun. The Dragonborn. The one person who kept the dragons from destroying everything. Possibly even the leader of a faction or two. Everybody should know you, everybody should know your name and what you've done and you should live a life of luxury in the best part of town.
And then just as you walk through Whiterun, a man comes up to you and says “Do you get to the cloud district very often? Oh what am I saying, of course you don’t.
And that man is right, because you're the Dragonborn and a hero and yet you live down in the plains district instead of where you belong.
In my opinion, in future TES games, as you progress in factions, main quest, level, quests completed etc you should have the opportunity to purchase a better house in any city.