I haven't seen Falmer anywhere outside Dwarven holds and in Blackreach. Is this a story behind this? I've read the Dwemner Inquiries but they didn't really mention it.

I don't know. They like it in there. All I know is they know how to fight and its very challenging in close quarters.

Lore on Dwemer:
http://www.uesp.net/wiki/Lore:Dwemer

Lore on Falmer
http://www.uesp.net/wiki/Lore:Falmer

Lore on Falmer as of skyrim
http://www.uesp.net/wiki/Skyrim:Falmer

Falmer only live underground I think, but I've seen them in other places besides Dwemer ruins. I guess dwemer ruins are just a great place to live for underground creatures

I was exploring some Falmer cave and came across a Dwemer construct in the last room, it had me pretty baffled.

They became slaves to the Dwemer after Ysgramor pushed them into hiding. The Dwemer forced them to eat a poisonous fungus and they soon went blind. They later revolted and took over the ruins.

Weren't the snow elves old enough to remember the dwemer? I mean if all the celebrities disappeared one day, I would so move into Leo's mansion.

I found a Falmer cave way west of Solitude. I was low level so they were pretty hard! No dwarves to be seen yet.