They weren't involved. It was originally between the benevolent Dragon cult who cared for its people, and the selfish, anarchic, traitorous, blasphemous, power-hungry savages who coveted power for themselves so they can adopt heretical beliefs, and rule themselves as barbarian warlords at the expense of the common man who was forced to live through the war.
It wasn't until the savage heathens got out of control when the Dragons stepped in.
Short answer: It was a Nord/Skyrim issue.