Solstheim was a part of Skyrim. Then it was given to Morrowind by the High King of Skyrim when Red Mountain started erupting. This is stated in one of the Dragonborn DLC loading screens. Also there is a point in said DLC where someone literally says to you, "You're not in Skyrim anymore. You're in Morrowind and you'll follow Morrowind laws," or something along those lines. If I remember correctly, it's the second in command dude on Raven Rock who questions you when you first arrive.
So really, the Alaska comparison was pretty spot on. It used to be part of Skyrim, but now it's not.
"Untithed to any thane or hold, and self-governed, with free worship, with no compensation to Skyrim or the Empire except as writ in the Armistice of old wheresoever those might still apply, and henceforth let no Man or Mer say that the Sons and Daughters of Kyne are without mercy or honor." -Skyrim's Offer of Solstheim to Morrowind, 4E 16 --- Solstheim was part of Skyrim until the High King gave it to Morrowind in 4E 16 to serve as a refuge for the Dunmer after the events of the Red Year.
That proved further that it is CURRENTLY Morrowind govern. I am still NOT wrong. You're now walking on the land of Morrowind, obey the law of Morrowind and social with people of Morrowind. Of course, it was once govern by Skyrim until 4E 16, given to Morrowind's "King" by Skyrim's High King. --- American Sign Language is my primary language - deal with it! "ESL" is standing for "English Sign Language", period.
There won't be. If they were gonna make something like that, it would be an expansion pack. They've already said that they're done supporting Skyrim and are moving on to something else now so that's that.