You mean, other than "Because they Can", which is a pretty damn fine reason to want to set shop up anywhere? Why would they so foolishly decide to restrict themselves to limited resources, when they could have an entire continent worth of resources to explore.
When you present what's known about a race as one thing, then do something with that race that contradicts what you've presented, you should expect someone to notice and go "Hey, wait a minute...", at the very least.
In my experience, the Dwemer weren't apt to get along with the other races very well. Hell, they joined forces with the Chimer, a race that couldn't have been any more different from them, in order to drive the Nords out of Resdayn. What does that say about the opinion most Dwemer had of the Sons of Skyrim? Granted, there's a difference between voluntarily living among Nords and having ones homeland conquered by them, but still, the Dwemer could not have been fond of the Nords if they were willing to bond with the Chimer in order to drive them the hell out of Resdayn.
Not to mention Skyrim's climate and lack of active lava flow (that I know of, at least). The Dwemer of Morrowind clearly were dependent upon flowing magma in order to run their machinery, and, seeings how they were perfectly willing to live in such conditions as those found in Morrowind's Dwemer ruins, I'd say the Dwemer liked it hot. So it certainly begs the question of why any amount of Dwemer would set up shop in a place like Skyrim.
The problem I have with TES Lore is its habit of "Interest Exclusivity" - or, "Everything interesting in TES that's ever happened only happened in this province." Daggerfall has it - Tiber Septim was a Breton born in Alcaire, for example. Skyrim has it... but Morrowind had it worst.
Now you're just being ridiculous. And Tiber Septim was a Nord.