User blog comment:JAlbor/Wikia at E3 2012/@comment-5018658-20120525125513/@comment-5915494-20120526144403

A Dragonborn, no matter how versed in the Thu'um they maybe, can not assume the form of a dragon without divine intervention or the use of a greater power then their own.

The only witnessed, and true, event at which a Dragonborn became a dragon would be the ending to Oblivion, where Martin Septim used the Amulet of Kings to assume the aspect of Akatosh. Without the Amulet's power, Martin would never be able to turn into such a creature, as such neither would Bethesda create a similar item of vast power just for the player to use. It is also worth noting that as a result of Martin using the Amulet he died, encased in stone, this is assumed due to the amount of energy behind the Amulet and the very aspect he became would not be able to live within the world of Nirn without aid (as is the same with Deadra, they cannot exist in Nirn without a vessel), Martin being said vessel and he was consumed in the process.

For another example of a Deadra/Aedra existing in Nirn, Boethiah required a sacrifice to communicate with the Dragonborn during the Skyrim Deadric Questlines, without the sacrifice Beothia would not be able to physically manifest in Nirn, restricted to speaking through a shrine empowered only through faith. The Dragonborn, as such, would not be able to assume the form of a Dragon, since they are direct descendants of an Aedric being, without using a vast resource of power and being consumed in the process.