Please tell me how the Empire is oppressing Skyrim? And please, don't say because of the Talos worship. The Colonies had a legitimate reasons to rebel against the British Crown. The most major one being Taxation without Representation.
And, as I've said before countless times, the Empire nor the Thalmor wouldn't even be in Skyrim if it wasn't for Ulfric.
Saying it, and actually meaning it are two different things. While Ulfric may say he doesn't want the throne, his actions say otherwise.
You can say it all you like but it doesn't make it true or even verifiable. The Thalmor patrols are arresting people for their religion. They are torturing them and summarily executing them without giving them any recourse to the laws of Skyrim or to real justice. It is all to easy to dismiss these people and their deaths because they are one at a time and we only see this happening when we run the roads (as opposed to fast traveling).
Presumably...in fact the Lore substantiates it...the Empire is fine with a foreign power and a shadow judiciary encroaching on its sovereignty. Or they are just looking the other way. I wonder which is ethically worse?
The Empire desperately wants to hold onto Skyrim for its resources--Cidna mine and so forth. And for it's connection with Hammerfell. It's all about money and resources.
It thinks it will have an ally and a willing cadre of warriors when it finally gets enough courage to confront the Dominion.
But the better course would be to let Skyrim go. An independent Skyrim that has not suffered the horrors of a Civil War is the last thing that Thalmor want. It would represent a drain on their resources to deal with in a way that having Imperial soldiers doing their dirty work does not.
And an independent Skyrim would be a far more willing and cooperative ally to the Empire against the Dominion, esp. after the recent atrocities committed by the Thalmor, than a Skyrim that is beaten, drained and resentful.
And if Ulfric wins the Civil War...and the end games suggest that without the Dragonborn on the Imperial side, he would (because the emperor will send no reinforcements to Tullius), Skyrim will go its own way, make an alliance with Hammerfell and in a "turn about is fair play" they may very well cede Cyrodill to the Dominion.