I don't know the lore well. Why doesn't it work? We can call one to fight for us. One that was willing to take us somewhere doesn't seem too far from that. Or are both of those kind of against the lore?
In one part you are being helped out by a dragon in a fight, every now and then.. If you could actually ride on his back, then he would be nothing more then a pack mule and Dragons are intelligent and proud creatures (far more so then most humans in TES). It would make no sense for a Dragon to let himself be used like that.