User blog comment:Legate Alexandros/Talos, my views on why Thalmor don't want him as a divine/@comment-10207438-20131207045807/@comment-13446185-20131208051235

According to the Thalmor endgame;

"1) Erase the Upstart Talos from the mythic. His presence fortifies the Wheel of the Convention, and binds our souls to this plane.

2) Remove Man not just from the world, but from the Pattern of Possibility, so that the very idea of them can be forgotten and thereby never again repeated.

3) With Talos and the Sons of Talos removed, the Dragon will become ours to unbind. The world of mortals will be over. The Dragon will uncoil his hold on the stagnancy of linear time and move as Free Serpent again, moving through the Aether without measure or burden, spilling time along the innumerable roads we once travelled. And with that we will regain the mantle of the imperishable spirit."

They do know that he is Lorkhan as he binds the other Aedra to Nirn, also they refer to man as "sons of Talos". Though whether or not every Thalmor agent knows of this "final solution" can't really be said.