If you are with the Stormcloaks, then they could invade because Skyrim is now practicing worship of the Divines.
If you are with the Imperials, some part during the main quest they could invade because the Empire isn't doing a good job of keeping religion out of Skyrim. If you download the DLC after you complete the main quest, then it could be because of some other reason that Bethesda could come up with. I don't know. Maybe there was some sort of religious coup, or the Thalmar decide that Skyrim doesn't deserve life regardless.
Fighting them could be really cool... maybe going out of Skyrim to some sort of Elven Capital.
