Most Dunmer probably couldn't give less of a damn about the Nine Divines. The end of Morrowind indicated that, after the loss of the Tribunal's divinity, many Dunmer would probably return to the good daedra and ancestor worship of old. There isn't enough lore about this issue in Skyrim to prove that this did, in fact happen, but in my playthrough I only counted two types of Dunmer Nine Divine worshippers: the occasional Dunmer vigilant of Stendarr (who can be safely presumed to worship the divines), and Erandur (who, while a priest of Mara, at least used to worship daedra). Presuming most Dunmer have retunred to ancestor & Daedra worship, they probably revere Boethiah, who is considered to be one of the "good" daedra. Boethiah is a daedric prince of plots, lies and overthrowing of authority, among other things. Consequently, a Dunmer adhering to the tenants of Boethiahian faith would probably have no love for the empire and, indeed, most of the "old school" Dunmer in Morrowind did not.
Now let's look at the Dunmer's current political situation. A great deal of their homeland was destroyed in the Oblivion Crisis and the eruption of Red Mountain. What little that remained was conquered by the Argonians, who invaded Morrowind with a vengeance due to their race's enslavement by the Dunmer. The empire did little, if anything, to aid the Dunmer in these plights. While a great number of Dunmer retreated to Skyrim, the game indicates that most settled in Solthseim, which was turned over to them as a new homeland. Any Dunmer that remained in Morrowind are probably carrying out guerilla tactics against the Argonian rulers (as Dunmer are a fiercely independent people), or biding their time under the rulership of the Argonians, yearning to get their homeland back.
Let's look at Solthseim. It's in between Morrowind, currently occupied by a force that hates Dunmer (Argonians) and the Nords. It is true that the Nords and Dunmer have, in the past, been bitter enemies. However, they share a similar dislike for Argonians and, in the case of the pro-stormcloak nords, a passion for independence. Further, the Dunmer and the Nords share a common enemy: the Thalmor. Those familiar with Dunmer lore know that Veloth led the Dunmer (at that time, the Chimer) to Morrowind to escape persecution/mistreatment at the hands of the Thalmor. There is in-game evidence that their dislike of the Thalmor persists to this day. Malborn, if he survives the Diplomatic Immunity quest, flees to Morrowind because the dark elves do not like the Thalmor. Consequently, the pro-Stormcloak Nords and the Dunmer have some common ground for forming an alliance of necessity, despite their past history.
Most people who believe that Imperial is the only choice for the Dunmer feel that way because of the racism they experience in Windhelm. This racism does exsist. However, it exists, in large part, because the pro-stormcloak nords, for whom the civil war is a time of huge crisis, do not see the Dunmer as doing anything to help (as well as lack of knowledge that the Dunmer and Thalmor supporters are different groups of elves with very different views on each other). If the Dragonborn were to aid the Stormcloaks in driving out the imperials, it would refute this belief and Nords will be more likely to respect the Dunmer and see them as an ally. In fact, if you play through the questline as any kind of elven character (not necessarily a Dunmer), Galmar gains great respect for you as you continue to rise through the ranks and tells you that he respects anyone willing to fight for Skyrim and her people. Further, while many Dunmer in Windhelm lament their condition, only one (the inkeeper at the New Gnisis Cornerclub) has an outright hatred of the Stormcloaks. Others might include the one wandering Dunmer farmer you can find on the road who seeks to join the Imperials.
If the Dunmer gain the Nord's respect, their new homeland, Solthseim, will no longer be sandwiched in between two enemies. In fact, the Dunmer may, eventually, be able to enlist the Nords' support in taking back their homeland, Morrowind, once things die down. Because of the Dunmer's current political situation, there is everything to be said for attempting to gain the Nords as an ally, and everything to be said AGAINST having them as an enemy.
The empire do not persecute the Dunmer. That said, the Empire is dying, and its resources are spread thin. It has lost most of the provinces that were once under its control. The current emperor no longer rules under any kind of divine "right," but as the result of being a warlord. The Empire was unable to aid the Dunmer in the plights they experienced. Even if the Empire crushes the Stormcloak rebellion, its resources will continue to be spread thin and it will be a long, long time, if ever, that it accumulates enough resources to possibly bring Morrowind back into its fold and move the Dunmer that want to return back there. The Argonians will likely oppose. Worse, if the Empire is supported and eventually winds up losing to the Thalmor, any rebellious Nords that remain in Skyrim will have little reason to like the Dunmer or to aid them in any way.
The racism the Nords have against the Dunmer is definitely awful. However, looking at the larger picture, I have concluded that Stormcloaks may, in fact be the better choice for the Dunmer in the long run. I welcome any comments or criticism of this view.