The Priest does not have Sovereign Intro Quest. Do you not like Priestess??
I started a game with all the default/standard Sovereigns and it is only the Priest, who does not get a intro-quest. The game is started with random map, medium size, normal difficulty and common shards.
I go straight from "PLAY" to the name your city and skip this tutorial-thingy.
ps. Maybe I have angered the God(s) and thus they do not deem me fit to receive a Sovereign Intro Quest.
edit: Updated with map settings etc.
edit: Tried all the premade maps (tiny+medium) and still the Priest was not allowed to wallow in the past.
edit: Just did a verify cache-steam, and still I am not able go to wallow in my past as a Priest.