I always avoided joining the Blades in all of the games because, well... They're like the faction you're supposed to join and the non-conformist part of my brain just yells NOOOOOOO!!!
Totally. Recent RPG's seem to have a habit of forcing me into groups I want nothing to do with (Cerberus in Mass Effect 2, The Sceptres in Mass Effect 1 and 3, The Grey Wardens in Dragon Age, The Brotherhood of Steel in Fallout 3). When I saw the opportunity to get out I took it.
As for Delphine and Esbern refusing to help you in spite of their oaths, well I actually didn't mind that. Frankly I was sick of them treating me like God's greatest gift to man just because I happen to be Dragonborn (with all that, you go in before us, it's your right! nonsense at Sky haven Temple). I'd prefer it if they judged me on personal merit rather than on a fluke of my genes, so I did like that they stood up to me. What I didn't like is that they did it for the most boneheaded of reasons.
First of all, they expect the Dragoborn to risk their lives fighting Paarthurnax before taking care of Alduin. Parthy's no push over, after all he taught the voice to humanity and helped to train the Dragonborn, so he knows your abilities and how to fight you better than any other Dragon. Even if the Dragonborn is tough enough to take him on he or she could just get unlucky and get killed, in which case there would be no one to fight Alduin. In essence, the Blades want to risk the fate of the whole world on personal revenge, and on that basis I can't trust them to be rational.
Worst of all, they derive from the Akavari Dragonguard who invaded and conquered Skyrim before suddenly switching sides to help the Empire. Sound familiar? Flippin' hypocrites.