User blog comment:Lorchyism23/Joining the Thalmor/@comment-1840877-20121118093101

There's also one big reason why you'll never be able to join the Thalmor: it contradicts the main storyline. More specifically, the quests you do for Delphine and Esbern. Diplomatic Immunity has you infiltrating the Thalmor embassy and looking for evidence that they're behind the return of the dragons. The quest after that, A Cornered Rat, has you fighting through a load of Thalmor death squads to rescue Esbern from the Ratway.

You see the complications? During the main storyline, the Thalmor are supposed to be your enemy. I know that a lot of people prefer to ignore the main story quests, but it doesn't matter -- if it contradicts the story, it ain't getting in.