I think the issue is Daedra worship feeding into criminality. To open a massive can of worms, let's use a real world example. Use of hard narcotics does not, in and of itself, harm others. However, it is perceived as being linked with criminality, both due to making stupid (criminal) ideas seem awesome, because of the lengths some people go to in order to sate additions, and because of the role of drug sales in organised crime. So while Daedra worship itself may not be "wrong", it might be seen as enabling criminality, and thus outlawed.
The point is that outlawing Daedra worship while soapboxing for religious freedom is highly hypocritical, regardless of whether there are "good reasons" to suppress the cultists.
The Stormcloaks themselves are religious oppressors; it's just simple fact. Whether or not they're right to do it is irrelevant to the (correct) thesis of the OP.
