Wow. Another reason to side with the Stormcloaks.

While there are certainly some, this particular instance isn't one of them. Elewen is meeting with Tullias for the express purpose of getting Ulfric released into Thalmor custody and freed so that the war could continue. Tullias refuses to turn him over and the execution nearly proceeds until Alduin's attack saves both the PC and Ulfric.
If you read the Thalmor Dossier on Ulfric, it notes that they had come to Helgen to free him, they are normally hands off on their use of him but make an exception here as it may have caused an Imperial victory. They failed in their intercession, but luckily for them, us, and Ulfric, Alduin arrived and "coincidentally intervened".