Well you're right, other people wouldn't approve. Traditionally, Altmer have believed in trying to escape the world rather than tearing it down and I think a lot of the religious ones still do. From the outside, the Thalmor are simply Altmer supremacists who want to restore Elven dominance over the land like in the Merethic Era. I suspect that's what most of its supporters and lower to middle ranks think too.
The Daedra are more trollish than the Magna-Ge and decided "Hey, this looks like a cool playground to screw around with!" when they viewed the Mundus first created. They stuck around metaphysically closer to the Mundus than the Magna-Ge did so they could.
This is one of the best summations of the difference between Deadra and Aedra that I've ever read. Nice allegory.
From what I"ve read, the Magna-Ge and Magus were already involved with creating Nirn and forcibly removed themselves from what they were creating before they were fully "joined" to it. It was truly an escape for them. The Deadra, on the other hand, never involved themselves with creation in the first place, so there wasn't anything for them to escape from. They "simply" had to make sure they didn't participate in the creation. The Aedra involved themselves with the creation of Nirn and didn't leave, therefore trapping themselves near the very thing they created. They can't leave. Mortals sill have a choice in where they end up when they die based on who they worship, or what philosophies they follow... some of them end up more free of the mortal coil then others do...