Both Ul'dah and Gridania effectively have the same scene of the carriage eventually getting stopped by a member of the local militia when the beastmen suddenly attack, causing the carriage to quickly flee (and the player narrowing their eyes at the battle taking place). Ul'dah's one though specifically shows how corrupt their militia really is (the Brass Blades), when one plants 'illegal herbs' (an apparent narcotic called 'somnus') on the merchant during the 'customs inspection' in order to extort him. Of course the amala'jaa interrupt it though and indirectly save the merchant's hide. But both openings are more or less the same.

Also, it should be noted much later in the game
when you join the Scions of the Seventh Dawn, you can find out that all three merchants for each city's opening are in fact brothers, and are also members of the Scions, which I found ironic.