I think it would be after three games. Overall, it's a minuscule portion of the game that would feature a prison, so it shouldn't be a big deal even for those who don't want to start in prison. Besides, we have to start somewhere. If it's prison again, I'll be amused. If not, that's fine.
Lets look at history, shall we? In Arena, one start in a dungeon full of monsters just because the Final Boss does not like ya. Daggerfall, there ALOT of reason how the PC got to Daggerfall in the first place, all lead to ship wreck. In Redguard, ya start out fighting pirates. In Battlespire, one was sent to a mission to fight off Dagon himself. In Morrowind, ya got out of the boat. They are not all "minuscule portion of the game that would feature a prison".
The big deal is how "open" the background the Players can have without screwing them from the start, ya know, like a goodie two shoe start out in prison. I would not take the "ya framed to jail" quite nicely.
Only in Oblivion, one start out in a legit Prison Cell. In a way, the dev could have done BETTER with that intro.