User blog comment:Volknur/If you could make a TES game, what features would be in it?/@comment-3122254-20120715004447/@comment-1840877-20120719200638

I'll try to explain it again -- the reason you an't join the Thalmor is because they are always your enemy, no matter which angle you look at it from. Everyone hates them. The Imperials hate them for starting the Great War. The Stormcloaks hate them for outlawing Talos worship. Even if you don't pick a side in the war, the Thalmor still become your enemy during the main questline -- you have to break into their embassy, and then fight through them to save Esbern.

TL;DR -- the Thalmor, no matter which angle you look at them from, are always the bad guys. So, canonically, you can't join them.