Talos is a bit of a special case. Since he was a mortal who achieved apotheosis, he can have a physical presence (like the Tribunal), so he could show up if he wanted to.
The other Aedra can't manifest unless it's under very special circumstances. Akatosh could only intervene at the end because the Amulet of Kings was broken, and it was an object of enormous power, and breaking it broke one of the Towers which keeps reality stable. You could almost consider it a bit of a Pyrrhic victory in the long term, it was a huge sacrifice to make. Otherwise, the Aedra gave themselves over to Creation. They're dead, sort of. For an immortal spirit, death is a bit like a coma, so while they might pop up now and again, in a normal situation they cannot directly influence events.
Akatosh and Dragonborns are a bit of a special case too. Dragonborns are mortals whose soul is a tiny shard of the Time Dragon, and they're technically demigods. But a mortal who is a tiny fragment of the Aka oversoul is a different kettle of fish from actually showing up-- otherwise Akatosh would have fought Alduin himself.
Additionally, you're right that shutting off Oblivion has nothing to do with the Aedra, but no-- they can't just come and make everything right again.
As for why Talos didn't show up himself, frankly I feel like that's getting into the deep metaphysics here. Unfortunately there's no straight answer. I don't know if you know about CHIM yet so I'll try to explain the basics before I give you the answer I think is true (if you already know, then I apologise and I'll say it anyway so I don't lose anyone who doesn't!). So, the whole of Creation-- Anu, Padomay, Oblivion, Mundus, Aetherius, all of it-- is all the dream of a sleeping Godhead.
Talos has CHIM. That means he's realised that he is a fragment of a dream. It's like lucid dreaming essentially-- you gain power and control over the dream. Realising that you're a dream fragment means realising that you are only a part of everything, despite being a self. CHIM is about having pure, selfish love, but it entails realising that you're also everything. I AM AND I ARE ALL WE, like the Loveletter says.
I AM (I exist despite recognising the paradox of being self-aware, but knowing I'm a dream) AND I ARE ALL WE (as an inseparable part of the Godhead's dream, I am everything, and everything is me). So your love of self becomes Love of all. And Love of all becomes Love of self. I ARE ALL WE = WE ARE ALL I.
If you ever forget this or stop acting on it, you fail the paradox and either lose CHIM (falling back asleep) or zero-sum, where you stop believing in your own existence. Like this:
1: I am real, I am an individual person, and I exist.
-1: I am a dream, I am not an individual, and I am not real.
1 + -1 = 0
"I do not exist." And then you cease to have ever existed. You literally vanish in a puff of logic.
Achieving CHIM, however, is seeing 1+(-1) and coming out with 1. You love yourself and your existence and your being so much that logic cannot apply to you. You only continue to exist because of your overwhelmingly selfish love-- that is the essence of CHIM.
As a consequence, you can only ever act out of Love for yourself, and, by extension, everything else. Everything you do has to confirm your own existence (and the existence of everything). It's not enough to want something, you have to Will it, it has to justify and confirm your existence. Think Crowley's Thelema-- "do what thou Wilt shall be the whole of the law" doesn't mean "do whatever you want". I'm a bit hazy on my mysticism but it's something like pure motivation, your calling, your purpose.
Like each of the Aedra or Daedra have spheres of influence, you have one too, with CHIM, and your purpose is your sphere. But your sphere is yourself. And you are everything. Do you cut off your foot because it's itching? No. It's still a part of you.
Talos could landscape Cyrodiil because he did it out of Love for himself-that-was-everything, and in particular his people and the land of Cyrodiil, whom he loved as an intrinsic part of his sphere. ("I breathe now, in royalty and reshape this land which is mine! I do this for you, Red Legions, for I love you!")
But he cannot, or rather, Will not, just turn up and shut down the Thalmor. They're his foot that's itching. Even if he wants to prevent them killing his worshippers, stopping them would not be acting out of Love.