The game could definitely use a prologue to get to level 3-4 before being captured. Not just to get more reasonable levels, but mainly because the custom character would need at least some basic storyline within Baldur'S Gate to have any kind of background besides a oneliners. Also actually playing these origin characters it would make sense to experience their story instead of just reading it... and once again the reason of us having origin characters is the reason why we won't see it happen or they would have to make several completely different prologues and that costs too many resources so here we are with this half-baked result.
This is my feeling as well.