But it's a tradition on the forums to be opposed to things that are non-traditional!
Ahem
In Arena, because Jagar Tharn knew you would be screwing up his plans, so he imprisoned you in a goblin infested hell hole, in hopes that you die, which is highly plausible, since JT was very powerful to begin with.
Then comes Daggerfall. Here, you were on a ship (not a prisoner ship nor were you in jail before) and it got wrecked. In fact, that intro was pretty much you were sent to Illiac Bay, your boat got owned, and you managed to swim to a cave, which is extremely open of one's past, and a very plausible situation. In Redguard, Cyrus is on a boat, is attacked by pirates, kicks their asses, and gets to port. Battlespire had your PC walking into the Battlespire, only to see that it was razed by daedra. All three of those games came before Morrowind. So, following everyone's logic, being in prison was not a tradition, and since it requires two games to make it tradition, being on a boat and getting off somehow is the real tradition.
Morrowind, while you technically were one, had the grace of making it extremely overlooked, allowing one to easily just say they went to Vvardenfell or were an agent of the Blades. It was Oblivion that made it extremely explicit and constantly reinforced that you are a prisoner, and therefore you did something illegal no matter what.