imagine how hurt he is seeing the empire he once fought for, oppressing those who worship him
The empire doesn't want to outlaw talos. Legate Rikke literally says talos be with you when ulfric dies.
The empire just wants the nords to not worship talos publically for a few years so they can pretend to uphold the treaty, so they can prepare for war again. In fact, before Ulfric freed Markarth and reinstated talos worship, the nords were allowed to do it in secret. But because he's an idiot who doesn't understand tactics and strategy, he fucked up the secret worship, angered the thalmor, and basically is the whole reason for Thalmor justiciars hunting down nords.
The fact is, Thalmor's whole goal is to eradicate every race but themselves and destroy every pantheon the others worship. They should be Ulfric's targets. Not the people actively trying to fight the thalmor.