Now you know why he left.

Leaving Roriksted isn't healthy either. I mean look what happened to Lokir. If the poor boy had stayed home he'd have lived another month or so before that ancient dragon got him....

And what is the deal with Lund? His cabin is just a few paces outside Rorikstead. Did he actually raise skeevers or what? o.0 LOL

Oh... Ragnar the Red was from Ol' Rorikstead? Where are the ruins of his castle? Is there something below the town? Maybe a dungeon? Yea, I smell DLC (or mod) haha

Nothing ever really calls for me to go to Rorikstead. Even the Alik'r quests don't -require- you to go there, and you can still choose either side.
Possibly a design oversight, especially since it's one of the first towns you hear about in the opening sequence.
Oh well.