They don't have to make a Thalmor victory canon. Fallout: NV could have ended with the whole Mojave dead (after Dead Money).
Off course it must be canon. Because after all the ultimate goal of the Thalmor is to destroy all of Lorkhan's creation. They believe that will release them from the bounds of Lorkhan's trickery, believing that they can then return to their "rightful" place in the immortal planes.
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You could even speculate that the stopping of Talos worship is only a step necessary in their plan. Stopping Talos worship will greatly reduce or even nullify Talos' power. In that light it's quite clear that they actually do believe Talos is a divine, be it that he is a devine whom needs to be overcome if they're going to be able to accomplish their ultimate goal. Also in that light their religious extremism and purism is just a pretext to conceal their greater scheme.
Does all that make me adverse to the Thalmor? Well, I'm just sure they won't succeed. Because Thalmor succes
would mean and end to TES. It would be canon. Other than that I do somewhat admire them for the greatness of their scheme, be it that I do despise them for wanting to eradicate everything and everyone only to their own benefit.