I imagine a dunmer would be pretty unsympathetic to the Imperials due to past events:
-Imperials invade Morrowind, establish rulership there and destroy much of dunmer culture.
-Red Mountain explodes/Argonians invade. Imperials do nothing to help fight against them.
-Imperials make peace treaty with the Thalmor, which I'm sure any velothi dunmer would be against.
-Orsinium is sacked by the redguards & bretons, all the Imperial legion does is just help a few refugees.
And what would happen to Skyrim if Tulius 'deals' with the thalmor? legions of nords will be taken and skyrim all but forgotten.
Places will be sacked by opposing powers (like the forsworn), for all the imperials care about is the imperials at the end of the day.
Any dunmer should see this and hope to not allow history to repeat itself once again.
People often say that an elf shouldn't side with the Stormcloaks because Ulfric Stormcloak is racist to the dunmer.
I disagree to that thought, for I believe Ulfric Stormcloak has his reasons for turning a blind eye to the Gray Quarter.
One could be his past torture with the thalmor is effecting his judgement of elves in general, or he thinks the dunmer need to become independant.
Become independant in skyrim, yes, as in: less being pitied upon by the nords. They'd fight for what they should gain and rightly reward themselves.
Which I believe is Ulfric's sort of clever way of converting the dunmer over to nordic beliefs of honour, determination and independance at all costs.
So yeah, he might have to put up with a little revolt in the future- but what he'd gain from it is more so called 'true sons and daughters of skyrim'.
But anyway, to summarise this: a dunmer character can have many reasons why they would choose to join a faction.
Hell- a dunmer could join the Stormcloaks solely to speak more with their friend Ralof or just to get a few more coin in their pocket.
It's not what other dunmer think that matters, it is what your character thinks that matters and with that- their backgrounds and stories.
(Holy wackamoley, I was only going to type two sentences and it turned into that philosophical wall of text, heh.

)