There is still the Thalmor threat to deal with...the war is not over.
Yes, but the Thalmor isn't really Skyrim's fight.
Don't know why people keep thinking that it is... the game rarely forces you to interact with the Thalmor, and their presence is extremly limited in Skyrim, one Embassy, base for interrogation, a few "advisors" and some patrols in all of Skyrim. No armies, no Thalmor-controlled forts, etc.