It actually told me a while I realised that the three heads in TESO's logo are the three animals representing the three alliances, used to thought of them as three dragons, as reference to the Ouroboros.

While the Dragon is easy to guess why:

• dragons are the main focus of Skyrim (the game)
  
• they used to inhabit Morrowind until the accursed Cliff Racers chased them away
  
• Akavir is to the west, and there are plenty of dragons there
  
• Argonians = lizard = dragons

And the Eagle?

• the only reference I can think of is the Altmeri sunbird?

But why Lion?

• ?