Interesting that the 'Imperials' are being called the Nazis, considering Ulfric's policy of racial segregation and the fact many Stormcloak supporters considering anything other than a Nord to be considered a lesser being. Such as the policy on Dark Elves to be confined in a slum, the law Ulfric installed by banishing the Argonians from the city, to live under a single roof out on the docks. There is also the fact that Argonians aren't paid full wages because they're not Nords. Or perhaps even the thing about how Stormcloaks do not buy things from Non-Nord merchants, forcing many businesses on the line.
The Imperials have spread racial equality, and working together in an Empire under one banner. The Imperials have never been evil tyrants, the head of the Empire is the Emperor, but the power rests with the Elder Council, members who represent the provinces, the Emperor has the power of veto. If the Empire was a dictatorship, all the power would rest with the Emperor, not the Elder Council and the provinces they represent.
Under high Imperial authority the provinces do great, they work well together and prosper. The moment Imperial authority begins to drop, the provinces cause trouble. Especially Skyrim, who would much rather invade their neighbors.
The Imperial Legions in Skyrim are made up of many locally recruited Auxiliary soldiers, you will notice more than half the Legionnaires are Nords, not Imperials. The Imperials you find in the Legions, some have lived in Skyrim their whole lives. You listen to them when they're in their camps, they speak about joining the Legions recently, fighting for their homes and their country, just because you're not a Nord, doesn't make Skyrim less your home. That is what the Stormcloaks forget, that Skyrim for the Nords. What about all the other races who have lived in Skyrim their entire lives, some for many generations.
If the Imperials truly wanted to invade Skyrim, become dictators, become tyrants. They would have replaced the Jarls with Imperial Commanders, but all the Jarls are Nords. They would of simply sent one highly trained legion from Cyrodiil or High Rock, but they look to the future, they seek to fight the Aldmeri Dominion, which most of the Legions are sitting on their border. Ulfric and the Stormcloaks can boast all they want about fighting the Aldmeri Dominion, the simple fact is, Skyrim can't reach them. Ulfric wants the throne of Skyrim, he can't even maintain his own city in a decent state of at least attempted repair. He's been what, fighting a war for a little bit and already Windhelm's stockpiles are empty. The city is basically bankrupt, and he thinks he can rule the entire province of Skyrim?
Skyrim will end up right back into the Empire, one way or another. They'll need food and their farms don't do exactly well in Skyrim, they scrape by with only Rorikstead doing well. Bulk of their food comes from the fertile lands in Cyrodiil. Traded with them through the East Empire Company, a Company that is backed by the Emperor himself. But Stormcloaks don't trade with non-nords. There goes those precious food shipments.
"Because the Dominion is a sleeping beast that Skyrim cannot slay alone. Because many Nords are part of the Imperial army even now. Because the food and resources we get from the Empire are important to our people. Because even if we can't openly worship him, Talos the god was once Tiber Septim the man, and this is his Empire."