I can picture it. You're walking down a road then the game music switches over to the http://www.youtube.com/watch?v=MK6TXMsvgQg Then you see a Dremora getting chased by a mob of Vigilant of Stendarrs.
I WISH SPELL CHECK WORKED!!!!!!
/rage.
Indeed. They are "demons" from another plane of existance and are not liked by most people. The only people one could expect to interact with a dremora beyong fleeing or attacking are mages and daedric cultists. The former want to use you for their own needs completely uninterested in your wishes and the later worship the lords of the plains you come from. Dremora usually serve Mehrunes Dagon and he have next to no worshippers after the destruction of the Mytic Dawn after the Oblivion Crisis.
It simply doesn't fit the gameworld. If you are on PC I am sure there is a mod or two for it, but other than that I doubt it will, or should, be a playable race.