based on what i can understand of the confusing lore, Talos is the last 'living' god. If his worship is completely wiped out, reality will unravel, and the universe will restart. THAT IS THE THALMOR PLAN! They want to destroy everything because they are convinced they are gods made mortal! They even claim to have been put on a continent called Aldmeris after being made mortal, BUT ALDMERIS NEVER EXISTED! They are a bunch of arrogant, xenophobic, supremacist, xenocidal, LIARS!
Close.
Talos is the enantiomer, the mirror-brother, of Lorkhan.
The story of his life, of his ascension, so closely mirrors the story of Creation that there literally is no difference, apart from size.
This road to heaven is called the Walking Way, when you walk the walk of a god until they must walk like you.
The existence of Talos fortifies the Wheel of Creation, strengthens the world, because it is a repeat, an affirmation, of creation.
The Thalmor desire to return to Anu, to escape what they see as the prison that is the world and return to the godhood of before.
The Dwemer tried the same thing, only they wanted to turn their entire race into a big stompy robot-god.
The Thalmor are trying to uncreate the entire world.
Removing Talos from the mythic awareness is the first step. His removal will weaken the Wheel and allow the Thalmor to remove man from Tamriel, so Talos can never come back.
Aldmeris is Tamriel.