That's how it works. History has played the scenario out again and again. In some cases, already warring factions even stop fighting to fight a larger threat.
I'm not one of those folks that hate every aspect of Oblivion. I actually like the subtle and (somewhat) realistic changes in geography, and I even bought the different looks of the towns. I can even deal with the Marylandization of a supposed jungle province.
And yes, given an invasion from the Daedra (or at least one Daedra, who knows why people weren't trying to make deals with the other 15) it's probable that Cyrodiil would unify. But
what differences did the different counties of Cyrodiil put aside to face the common threat? Is there ANY indication in Oblivion that Cyrodiil wasn't always a jolly fantasy land with a bunch of blindly loyal counts and countesses? Do we get any indication that uniting is somehow a big step for these cities?
What actually frightens me about the OB main quest in the extent to which the Septim Empire is apparently a theocracy. Now history has had plenty of rulers with a "mandate of heaven," there's nothing wrong with that, especially in a world where the literal existence of gods is taken for granted. But plenty of divinely appointed rulers have found themselves murdered in their beds by equally "religious" people. What's terrifying about Cyrodiil is that EVERYONE seems to swallow the whole divine right of kings thing. Even in Morrowind, where there were literally gods (or god type beings) walking around, there was plenty of active dissent. If we accept the Oblivion main quest at face value, we have to also accept that the Empire of Tamriel is the most absolutely terrifying and complete theocracy ever devised--from Morrowind, Daggerfall, and Redguard, though, we know that's just not the case.
You give the example of WWII, but in WWII not everyone went with the Allies. In OB, couldn't the Daedra have convinced some city or another to fight on their side? (Especially since the Dadera aren't b/w when it comes to morality) With a collapse of central power, any number of political things, large and small, naturally happen. Instead everyone sat there, waiting for the next divinely chosen Emperor to come and save them. To me, that just seems silly.