QUOTE(mirocu @ Dec 15 2013, 12:11 PM)

Ooh, you necrothreader, you!

I'll take that as a compliment, from a master of the craft
QUOTE(mirocu @ Dec 15 2013, 12:11 PM)

Extra protection before the walls were built and then kept as tradition? I could buy that I guess

Though in that regard Anvil and Leyawiin would need it too since theyīre right by the sea where invading ships can come at any moment.
I doubt Leyawiin needed such defenses. It lacks a port and ships can't get up the river to the Capital*, making it strategically worthless when you consider the surrounding terrain. What isn't forest is swamp.
As for Anvil, in the Thieves Den dlc it's described in Cap'n Dugal's journal as a backwater port, so it likely would have been overlooked as a target until after it was cleaned up and a Count chosen. This is likely one of the reasons for the placement of the castle in Anvil, as part of the defense.
*Now
this is what gets me. If you look at a map of Cyrodiil, it's impossible for the Marie Elena to actually get to the Imperial City by sailing up the river. For one there are several bridges in the way, the biggest of which is missing in the intro to Oblivion as they show the ship sailing towards the city. Secondly, Leyawiin blocks any possibility of the ship getting into the river in the first place.