It's a legacy of TES that you start as a prisoner. Please stop complaining about it when it doesn't hurt you to start as a prisoner. Besides, Daggerfall, Battlespire and Redguard you weren't a prisoner. Tradition is nice, I don't see the appeal of starting somewhere else when starting in a prison is just fine and makes it easier for controlled tutorials without having people wander off and then miss out on half the controls.
Except there isn't any legacy at all. Arena is basically the Big Bad putting the PC in a goblin infected dungeon to be left there to die. Morrowind start out getting off the prisoner boat but is expandable to a point that the PC may not be a prisoner.
Getting off the boat seem to be much more fairer as a Starting legacy if it count as the most intro use of the Series.
It's not that a prison cell is tradition, being a prisoner is tradition. Besides, what you said is incorrect, Arena and Oblivion have the EXACT same beginning. You are in the same dungeon except the only difference is that in Oblivion you go into a hidden passage. In Arena you take magical portals around hidden catacombs.
Better answer is the PC is a prisoner to destiny and follow the Main Quest. Problem here is that Oblivion start out in a Prison Cell; the only game in the serie that does that.