HeldonI have already stated why I think there should be Ayleid ruins in Skyrim. As you said, continuity is one of these reasons. Another one is that in http://www.uesp.net/wiki/Skyrim:The_Adabal-a, it is said that Ayleids imported the Men-of-'kreath from the North to use them as slaves in Cyrodiil. I personnally believe that the apostrophe before "kreath" is a clue that an apheresis hapenned and that the Men-of-'kreath come from the surroundings of Falkreath. Of course, this is merely an hypothesis, but I don't find it too far-fetched (except that I don't know whether the name of "Falkreath" existed at the time of the Slave Queen). This hypothesis is further substantiated by the fact that http://www.uesp.net/wiki/Skyrim:Falkreath. So lorewise, it would pretty much make sense to have some Ayleid ruins in the Southern Skyrim.
Moreover, it would be nice to uncover bits of the history of the Men-of-'kreath in such ruins, or traces of the posssible interactions of the Ayleids with Falmers or Dwemers. Or Dragons. An Ayleid ruins would also raise many possibilities. Like a forge dedicated to http://www.uesp.net/wiki/Lore:Magic_from_the_Sky, new traps, new armors, weapons and clothing sets. And it would undoubtfully be of high interest for the Thalmor, which could possibly ask you to explore it... Furthermore, this would be an occasion to discover how http://www.uesp.net/wiki/Oblivion:Lithnilian's http://www.uesp.net/wiki/Oblivion:Lithnilian%27s_Research_Notes evolved after the Oblivion Crisis. And well, it would look gorgeous with Skyrim's engine, and it would provide useful official stuff for the modders.
Moreover, I have
maybe found the name of an Ayleid stronghold which could be located in Skyrim, that is
Heldon. I have read http://www.uesp.net/wiki/Lore:The_Song_of_Pelinal,_v_4, which mentions "The Bridge of Heldon". Heldon seems to be an Ayleid city, seems to be located in northern areas, and fails to appear in Oblivion. So it's possibly located in nowadays Skyrim.
If it is indeed located in Skyrim, then it is to be added to the following list of places missing from Skyrim, but mentioned in lore, which I have already put in a former thread :
Spoiler Amber Guard,
Black Moor,
Blind Fjord,
Crypt of Hearts,
Darkwood,
Dragonwood,
Dunpar Wall,
Frostheim,
Glacier Run,
Granitehall,
Helarchen Creek,
Hsaarik Head,
Lainalten,
Laintar Dale,
Larvan's Stronghold,
Massacre Caves,
Nimalten,
North Creek,
Oakwood,
Old Fort (which is described as being build with huge blocks of porphyry),
Pagran Village,
Reach Corigate,
Slipneck Fjord,
Troll Hole,
Troll Pace,
Vernim Wood.
If you know any such place I would have forgotten, please tell it.
It would be great if they were added through the DLC, but I suppose it would require an upscale of the map, so that Skyrim doesn't get too densely populated, and I fear it would be extremely difficult, if not impossible, to do. However, one always may dream and hope...