Why then should a far away people be ruling it and making decisions for it?
The imperials are descendants of the nords, the original men of Tamriel. As separate races they've diverged in interests, disposition, and philosophy only.
Skyrim was therefore a happy member of the empire since its inception, right up until the point that it was basically wrestled into submission by the Thalmor.
The Empire's representative basically said kill them all who cares. True one person in the Empire group voiced a different thought but he did not protest he said that's the way it is sorry.
Funny thing is, when I started the game I followed an imperial soldier into Helgen Keep. When we first spotted Stormcloaks in the entrance hall, rather than trying to ambush them we walked in without weapons drawn to converse peacefully with them. When we approached them, they attacked us completely unprovoked. That in combination with the racism in Windhelm nearly convinced me to join the empire against the Stormcloaks. It was only when I discovered how weak the empire was and how threatened the nordic way of life was that I joined the Stormcloaks.
Playing as an Argonian, I have to admit that it was a bit of a difficult decision at first. Both the nords and the imperials generally have no respect for my people or my way of life. But like I said, I ultimately couldn't turn down the offer to help the nords fight off the oppression of a dying empire.