I know most people get hung up on the whole Emperor part. But I'm more puzzled from a different angle: how can General Tullius and Legate Rikke not know you're the one that killed Vittoria Vici? It's almost certain you'd get a bounty in the process, and since Castle Dour is pretty much the law enforcement center for Haafingar Hold, there's no way the military governor could not be aware you're the assassin. And I'd think Tullius would be aware of the shenanigans with the Penitus Oculatus later on.
Now, I don't claim to know the policies of the Fourth Era legion, but I should think Legionnaires assassinating a prominent East Empire Company executive at her public wedding (and later killing Penitus Oculatus agents and the Emperor's body double) is frowned upon. That would make "Bound Until Death" a permanent cut-off point for your tenure in the Legion. So I guess what I'm asking is....why didn't Bethesda put more severe and logical consequences for doing the Dark Brotherhood quests?