Probably because it's a "known fact" (in terms of what is believed and documented in-game) that Martin was the last Septim and had no heirs. The Dragonborn can't resume the Septim bloodline because he/she isn't a Septim. And even if it were possible (and of course every player is free to RP that it is) I don't think it's going to be written that he/she is a Septim because that would mean the creation of a canon Dragonborn which would negate the character creation choices of the majority of players. It would be a huge departure for the series to do something like that.
Actually, there's an in-game book that pretty much went out and said "in cases of interacial marrages, the child will be of the same race as the mother."
Of course, this is talking about Man/Mer pairings. It's... unclear if Khajiit and Argonians can successfully... breed with man/mer.