War I'm usually all for player choice in terms of factions but, ehhhhh... Players usually represent legendary, powerful figures in TES lore, so in a lopsided conflict like this one, having the player join the Thalmor, who already have the upper hand, would just turn the whole thing into a pointless curb stomp imo. Besides that, you could only legitimately join them if you're a high elf. They straight up believe they are superior to all other races and want to kill/dominate everyone else, so if you were another race they'd probably just use you then betray you, if even that.
So... maybe there's like a little hidden 'ending', Far Cry 4 style, where you join the 'bad guys' and it's just immediately over... but I think it would make for a better story in this case if they just portray the Thalmor as the evil people they are and have players fight against them, instead of trying to 'grey zone' them and justify their actions.