So I found something very interesting out. I had entered into Markarth for the first time with one of my new characters, and as you guys know a Forsworn agent native Weylin tries to kill Margret while buying some jewelry. Well I killed him when he drew his dagger and finished him before he got to stab Margret. After that ordeal I was following Barbas to Haemar's Shame and some Thalmor agents ambushed me and when I searched their corpses they had a hit on me from the Dominion. I have not done any of the Civil War quests and have only gotten as far as killing the dragon in Whiterun hold so I havent faced the Thalmor during the MQ yet. I am wondering if the Thalmor are trying to sow chaos in Markarth by stirring up the natives and when I killed Weylin before he could get Margret I inadvertently foiled their plans?

Edit: This is also the first time in a while I have played a new Altmer and have never gotten a hit on me with other characters by the Thalmor after killing Weylin. I wonder if it has something to do with me being Altmer.