I tend to think of it more as a tradition in TES, but that doesn't mean traditions can't be broken.
IIRC someone said pre release, that the whole "begin as a prisoner" thing was that it made it a whole lot easier on the player to create his/her own back story...a clean slate if you will. Starting as a prisoner does that job pretty good.
Although I agree that it seems to be tradition I don't know how well it works for the "clean slate" idea. I mean, if you were playing a goody goody character or whatever it makes it more difficult to fill in a backstory of how you are a prisoner if you do no wrong. Not that it is too difficult, but it does limit RP backstories a bit. Skyrim handles it ok, I guess, as unlike MW and OB you are actually caught crossing the boarder by an "over zealous" Legion scooping up anyone they perceive as siding against the Empire. So you could just be someone at the wrong place, wrong time. MW and OB you were just a prisoner.
What if you were just entering Helgen as whoever and, because of the civil war, had to register with the Guards before being allowed to enter as they have just caught Ulfric and want to try and keep Stormcloak supporters out of Helgen while they carry out the execution. You then go thru the character creation, the dragon attacks, you escape Helgen as it is now.
But I have no problems as it is now, just wish the tutorial was shorter or we could save (with option to remake our character race/looks) just before leaving the cave at the end of the tutorial.