I also went to all cities and tried numerous times and nothing, but I think I figured out my problem. I have been going into the INN and using exit game from the menu. Today, I clicked on the bed and selected return to character screen, and it says "Logging out" and after a few hours when I logged back in, I got the cut scene.

Incidentally, maybe that means you could log out and log in as another user while you wait.