Probably because it would be too hard to account for every player that wanted their character to be a native of Skyrim. You wanted yours to be from Markarth, but someone else could have wanted their character to be from Whiterun. There would just be no way for Bethesda to include dialogue options to reflect all of this. If Bethesda did leave it open for people's characters to be natives of Skyrim, everyone would just complain that there were no dialogue options to support that instead, like NPCs recognizing your character and such. It's just easier this way.
That's why taking a page from Dragon Age/Mass Effect is not a bad idea.
Keep the generic opener you have now for people who want to go with it.
But also include maybe a handful of other opening quests that a player can choose if they so desire.
Or.Keep the generic opener we have now and just alter it based on things the player chooses from a list. So you don't always start as a prisoner, maybe you're a guard, or you're a person who is native to Skyrim and was caught in the Stormcloak camp because you rested there for a bit, etc, etc.