Daggerfall was the only main TES game that didn't start with you being the prisoner. It kind of became a tradition after Oblivion.
Arena started you in the Imperial dungeon, but while you were technically imprisoned there you were a
very different kind of "prisoner" (you were in the abandoned and unguarded dungeons beneath the Imperial palace, not in a proper jail, and you were there because the villain had sent you there, not because you had been accused of breaking the law). Also, as far as I know
none of the spin-offs really start you off as any kind of prisoner, and I don't think they can be excluded from the history of the overall series.
I'm not denying that it became a tradition after Oblivion. What I'm saying is that it became a tradition after Oblivion because Todd himself decided it should be a tradition while making Oblivion. It's definitely not something that's going to ruin any of the games going forward, but it does necessarily mean less diversity in the openings (where you will, in all cases, start as a prisoner from here on out) and it does mean that every character we make in every game in the series that we play is made with the base assumption that they've done something to at least warrant being mistaken for a criminal.