I've seen the "easter egg" in-game; the gate which appears to lead into Morrowind. I'm not going to go into a huge speculation or anything, but I found an interesting note in a book...
In the book "Atlas of Dragons," which can be found on Esbern's desk in Sky Haven Temple, you can find the following entry:
Ahbiilok - Sightings dating back to the early years of the Dragonguard throughout the northern Jerralls. Multiple attempts to kill him have failed. He is believed to be lairing somewhere in Morrowind.
Just thought this was interesting.
Well, there's a whole road leading from Riften to Morrowind (with a shut gate, too!).
2 paved roads to Morrowind,
1 to Cyrodil with a shut gate at the end (the one from which the prisoners' carriage was coming)
1 to Hammerfell (probably Orsinium)
All of them just for modders?