So there are Altmer who hate the dominion and have openly oposed it in Summerset Isle, and your character in Skyrim is depicted as someone who is trying to cross the border into Skyrim so my question is would it make sense to play an Altmer who was disillusioned by his own people and left for Skyrim to help in he fight against the Thalmor?
It's not much of a stretch. You can even find an Altmer who openly hates the Thalmor in the game: Legate Fasendil, in the Rift Imperial Camp. Admittedly, he was born in Cyrodiil, but otherwise, he fits the bill.