You misunderstand me. I don't mean their political aims. I'm referring to the Thalmor seeking to unmake the world, reverting everyone into soul forms or whatever'd happen.
I know what you mean. What I mean is that the dragons don't care about anything Men or Mer do, whatever it is. I don't think they even know about the Thalmor's ultimate plans and if they did I don't think they would care. The Dragons act for themselves, and themselves only. They don't share victories and they sure won't help another force complete their plans, even if they are so similar.
Thalmor soldiers in the Embassy are heard wondering about defending the embassy against a Dragon IIRC, and in general it's hinted that the Dragons are a problem to the Thalmor just like to anyone else. If the Dragons would want to help the Thalmor in any way, we'd know about it.