Seriously, you guys should talk to this one guy on the Elder Scrolls Wiki, named, and I'm not kidding, thedoucheinthenorth, who has quite the expert explanation on just about everything Ulfric and the Stormcloaks do. Here are a few of his points.
The so-called racism that occurs in Windhelm may seem like that due to when you first enter Windhelm, and because of Brunwulf's comments, but why should Ulfric spend extra time and resources on the Dark Elves when they are giving nothing back to the community? Most of them complain and bitch about it. Hlaalu says it perfectly.
The Stormcloaks have enough to deal with with the War going on, and the Butcher who is quite a problem. They don't have time and resources to contend to some spoiled Dark Elves who want something for nothing. There is also that live-in nanny that the Cruel-Seas have, that Dunmer Bard in the Candlehearth Hall, and the Dunmer sailer, Voldsea.
And about the Argonians, keeping Argonians in the same area as Dark Elves, especially in a city that is clearly torn apart, and not as thriving as Riften, they would tear each other to pieces, which would not be a good thing.
Also, earlier in this thread, someone mentioned some things about crummy neighborhoods and that the only way to make it better was for the people living there standing up and doing something about it. Which is exactly what the Dark Elves should do; stand up and do something about it.