Ulfric Stormcloak at least knows the "disarm" Thuum, since he used it on me when I was being chased by guards and decided to go inside his keep =D
And Korr, yes I also assumed that the three new Blades members are just the beginning, and that we won't see their rise to glory in this game.
I understand your (and perhaps, THEIR) point - but I don't "get" it at all. If I were Delphine.... it would have never occurred to me to worry about dragons reappearing in Skyrim. As Delphine, as a Blade, my place is in Cyrodiil, whether the current emperor wants me there or not. There's no REASON for Delphine to be in Skyrim.
How do you think the Thalmor would feel about the Emperor keeping the Blades as his personal guard? It would basically be a violation of the White-Gold concordat.
Maybe they're in Skyrim simply because it's the best place for the weakened group to hide from the Thalmor? For all we know, Thalmor presence could be even stronger in Cyrodiil, which it probably is, since it's the heartland of the Empire and all. What purpose would the Blades serve there?