This is something that always has confused me. The dragons only ruled Skyrim.... And Solstheim?
In an emblem in the 7000 steps it is said that "Dragons ruled all Mundus", but in the rest of the game and all the previous TES games, and Lore sources, there isn't any mention that dragons were in other parts of Tamriel. In fact, Dragon tombs were only found in Skyrim.
And i remember well that Gormlaith said "Skyrim will be free!".
So... i don't really understand. If they were so powerfull why they didn't look beyond the Mountains.

There were dragons in Vvardenfell, and we can assume they were in any mountainous region in Nirn. Why the dragons only ruled over men.. well.. I don't know. Perhaps the "ruling" thing is just a precursor to the world-eating thing, when Alduin always eats Nords first.

Just because Dragon tombs were only in Skyrim doesn't mean there weren't Dragons elsewhere. The Ayleids didn't necessarily worship or bury them, for instance. I'm pretty sure Wamasus exist in Black Marsh still, and those are a type of dragon or dragon-kin.

Uninterested, or couldn't deal with other denizens due to the fact they were to strong on their own. The Aldmeri races seemingly already had civilizations of their own, so Dragons trying to insert themselves into their society would have been too difficult.

Or rather, they just didn't care. There were more dragons throughout Tamriel, and they were probably aloof at best. The ones under Alduin (Or Paarthurnax, prior to his betrayal) were probably more pigheaded then the others.