How do we know this? They have an upper class English accent of course!
Nords speak mainly in Nordic or Austrian accents, Imperials and Redguards mostly have an American accent, Bosmer and Dunmer seem often to have a kind of cockney/Australian lilt, and the beast races are kind of a special case.
But the Thalmor are English, and posh, and clever, and therefore Evil with a capital E.
It’s not the first time, of course: http://tvtropes.org/pmwiki/pmwiki.php/Main/EvilBrit