As far as we know it does. The last guy (Talos) was not part of the Alessian bloodline (who the original blessing of Akatosh was bestowed), or Reman dynasty (both the makings/incarnation of the "empire" before him) - but by virtue of being dragonborn, Talos came out of nowhere and became emperor.

By conquesring the continent. He wasn't appointed, he took the throne by force.

Tiber Septim must've been busy laying down his roots on every female he came across during his endeavours.

I don't see how this could work, even though the thought of it gives me the chills

There would be the problem of connecting the events that's just transpired in Skyrim to what will happen within the future. Not everyone is playing the same race as their Dragonborn. It would be difficult to find some continuity there.

Besides, they've already put themselves in a predicament with the two-way street that is the Civil War in Skyrim (a player dependant outcome). How they're going to set that within the lore of the next TES release will be very interesting to see develop.

... unless they plan on going back in time to the Merethic or 1st Era with TES VI? Gods, I hope so!

There are ways around the "Canon Emperor Lore" issue, afterall, Daggerfall had issues with continuity and that was fixed with breaking Akatosh!

- Indeed, a Dragon Break did occur during the time of the Dragon Crisis
- If the next Elder Scrolls is set many years down the road, there could be conflicting reports on who this "Dragonborn Emperor" really was, or even what he did (preserving character diversity)
- This enigmatic Emperor could then dissapear entirely

True, but how does a bloodline come from that?

Well...

Get to work then.

The point is, there's only been one other dragonborn (afaik) that came out of nowhere, like our characters. That was Talos. He didn't start an empire per se. He took the makings of one and defined it further. Alessia's bloodline is the "real" hereditary imperial bloodline. For whatever reason (that I don't know), her bloodline didn't carrry or merged with Reman. Something like that? All I know is that Talos had nothing to do with either, and yet, carried on Alessia's legacy.

edit: It should be mentioned though that the Elder Scroll prophecy says we are the last Dragonborn. So maybe this is all moot. What's the point of leaving any sort of legacy or work, if that's the case. Maybe the whole cliche "mysterious hero who rides off into the sunset" is correct.

Being Dragonborn means being blessed by Akatosh so direct bloodline is not necessary. However the mysterious nature of our hero make for a hard explanation for a bloodline.

On a sidenote, I'm really sick of mysterious heroes.

Well, they are the price of having th option to chose who we are. Even the Warden in Dragon Age. Origins was pretty mysterious.

Ascend to Divinity as Talos did. Then his/her race wouldn't even matter

Yeah, and I might be one of the few people who will say that I enjoyed Hawke's story more than the Warden's. It was a breath of fresh air at least.

I should correct myself though. I don't really hate any of this. I still play the games and find them fun. It could just be better. I guess I get more story fulfillment from books instead, but get something else from games.

Anyways! I'd be surprised and would gladly welcome some more storyline and impact on the world for our skyrim characters.

No he/she wasn't. Every starter pc race had a clear backgroud & history.

Our characters have generally a big impact in retrospective, but they ascend to legend for one reason: Safe the world/land etc.
Personally I believe it might have been more dragonbreaks since the Warp in the West. The destruction of the physical shell of the Heart of Lorkhan, the banishment of Dagon and the appearance of Akatosh, and the destruction of Alduin seems to be events that could break time and make everything and nothing happen at once and therefor making it so it is more than one Dovahkiin who have fought against Alduin. This is just theori of course.

And he/she was known to be the one to end the Blight, but very little is known about his/her race/gebder/personality etc. There is no cannon Warden I know of.