If the Thalmor have enough military power to do so, they'd have started invading already. The Thalmor are just as bad,if not worse off, militarily right now than the kingdom of men. They're a paper tiger, only trying to discredit, demoralize, and get under people's skin.
Also, Skyrim looks largely independent to begin with, militarily. It's the empire that needs Skyrim. Plus, if the Domain invade, the kingdoms of men will band together, as they hate the mer more than themselves.
Precisely, the empire needs Skyrim for its military manpower. If Cyrodiil loses Skyrim, Cyrodiil will be all the weaker to the point that the Thalmor will steamroll over Cyrodiil. Given time, the Thalmor will amass more manpower and resources with annexation of Cyrodiil and severely threaten an independent Skyrim.