I don't think that is what people are looking for. I think the ones complaining want another opportunity after escaping Helgen to review their character one last time, similar to how you could revise your character just before leaving the sewers in OB, allowing you to create a save there and load it any time you wanted to start a new character instead of having to do the escape every single time.
Yup, this is correct. That's what the post was about. In Oblivion, for example, we had the chance to review our 'build' before leaving the sewers.
In Skyrim, what the 'prisoner' save does is skip the whole cart cutscene, but once your 'prisoner' is created, that's it. If you want to try another race, you'd have to watch and play through the entire dragon attack in Helgen.