Let's also consider that if the Thalmor are attempting to end the world, they'll be fighting everyone who doesn't agree with that. Which means, y'know, everyone who's not the Thalmor.

Sure, the Empire might have been the only single entity that could fight the Thalmor to a standstill, but let's assume that Skyrim cecedes from the Empire, Alduin is defeated, and then the Thalmor kick their master plan into action.

First, what's left of the Empire will quite rightly see this as a violation of the White-Gold Concordat. The Thalmor will have to try to put an end to that little uprising. As soon as they do, Skyrim will wade in, with their armies led by the physical God that is the Dovahkiin (who, depending on race and the effects of being Dragonborn, could quite reasonably be alive centuries later even if that's when the Thalmor make their move) and their whole society itching to kick some elven ass. Right beside them will be the march of the Argonian empire, which has been getting more and more powerful by the year, and the Dunmer who they've conquered. Throw in the Orcs wherever their alliegences drive them, remembering that the Altmer despise them as "corrupted elves". The Bretons can be quite cheerfully unleashed on the Altmer to prove who's got the superior magical ability. And as for the Khajiit and the Bosmer, they've been essentially enslaved by the Thalmor - and both of those races specialise in subterfuge, thievery, sneaking and assassination. They're the two races you least want to have scattered all throughout your evil empire, which is exactly what the Thalmor have done.

The Empire was a single entity that could legitimately fight the Thalmor to a standstill... except that they didn't. They lost.
Instead, now there's multiple smaller factions who, upon learning the Thalmor's plans, will drop everything else to crush them. The Thalmor can't even legitimately plot to make their move without anyone knowing, because it's all but certain the Bosmer or Khajiit will be able to find out the details. Instead of fighting one entity in the Empire that could challenge them, the Thalmor will find themselves fighting the remnants of the Empire, the armies of Skyrim and the Dovahkiin, the Argonian Empire, dealing with the unleashed insanity of the Orcs and the Bretons, while a thousand spies and assassins tear them apart from within.

The Empire may be weakened by the loss of Skyrim, but that's a very long way from saying that the Thalmor have a clear shot at victory now.