We already knew that there were Dragonborn before Alessia.
Alessia is simply the first Dragonborn Empress... and as far as imperials are concerned, the first Dragonborn. Even if you told them that there were Dragonborn before, Imperials would be against putting Saint Alessia on the same place as some dirty Nordic barbarians.
But Imperials are wrong in much as far as Alessian age is concerned. Remember the "Alessia invented Akatosh" BS?
Actually no...we DONT know there were Dragonborn before Alissia, thats the entire point. There were ppl who Shouted before Alissia, but Shouting is not unique to Dragonborn, anyone can Shout with enough determination and training. As far as history is concerned, Dragonborns are never mentioned before Alissia. Even in the tales of Ysgrammor and his Five Hundred Companions in the Merethic Era. Which is very strange considering you have other things like the death of Indoril Nerevar, which was a total fabrication, and EVERYONE believed it and there was STILL evidence to prove the "offical" story wrong. Same with Tiber Septim and his rise to power, there are STILL conflicting reports about him despite their best efforts.