In ESI-MS, why do we assume that the positive charge on the analyte must come from protonation from the solvent?
You might be asking two questions here.

(1) Can the high electric field strength induce electron detachment in the vapor? No. Normal electrospray voltages are not high enough to do so. Air, for instance, has a breakdown voltage of around 30 kV/cm, and liquids and aerosol particles are ionized only at even higher electric field strengths. Electrospray voltages are around one-tenth of that.

(2) Can the positive potential at the capillary walls induce oxidation of $M$ to $M^+$? In principle, yes, but only if there are no other species present with higher oxidation potentials than $M$ -- such as the metal walls of the capillary.