The Thalmori goal is Infantilism-worse-than-death: the saccharine lie that there's safe harbor to be found crawling back up inside mommy's womb.
There's a famous line... I think it's from a prayer, and goes something like, "LORD, Give me the patience to accept those things I cannot change, the courage to change those things I can, and the wisdom to tell the difference." You're damn right, there are some things that you just need to accept (the Hero will never fix everything) but you'd be a fool to not do all you can (the Hero saves his friends from the monster). In our world, [censored]ing about the inevitabilities of mundane life is stupid, because there's nothing you can do about it, but there are all sorts of practical things you can do to improve your life. In the Arubis, things are different. The Thalmor aren't just sitting around whining about mortality, they're taking practical steps towards putting an end to it. In our world, we took practical steps towards erradicating / curing the pox, polio, rabies, et cetera. It used to be normal to have half your children die in infancy. Then people took sreps to change things.
In the real world, the Thalmor are the biggest effin idiots in the world. Everything they believe is wrong (on Earth).Mortality is something you just have to accept. Religion isn't something you should ever be declaring war over. Et cetera.
In Nirn, things are very, very different *. They really could cure death. Now, there's all sorts of arguments we could have about whether or not death is a bad thing, but we're not there yet. Assuming death is bad (a very common belief) why not cure it?
*though the Thalmor are still unneccessarily violent.