You cannot be Thalmor because plot-wise you have to piss them off by infiltrating them and stealing their intel as part of the main quest, killing their agent in the College (who if he wasn't stopped, would've accidentally or intentionally destroy Mundus), or many other quests. Hell, I'm betting one of the DLCs would have the Thalmor as the villains.
Or, as a Thalmor agent, you could, you know, tell them about the Blade's plans, and change the dynamic of the main quest, acting as a double agent against the Blades.