Where did you find out that Black Marsh and Elsweyr had seceded by the start of the game? Sorry if this is obvious news, but I've been out on the lore lately as well as release news. In either case, I believe I would fight on behalf of Skyrim's independence. With Morrowind in turmoil at Oblivion's close (and still most likely not unified by the impressions I was left with about the situation there by Skyrim's beginning) Skyrim could reclaim the lands that were taken from it by Morrowind in their last war. This is a task that would not be able to be done if Skyrim were a part of the empire. I believe that Skyrim can very much become a new empire, were it to expand into Morrowind and Colovia, IMO.
not long after oblivion Black marsh saw the empire would crumble so they left the empire then conquered what was left of morrowind then elsweyr left the empire then not long after that the Thalmor took over summerset isle and valenwood so there isnt much to the old empire just cyrodiil, hammerfell, skyrim, and high rock
i wonder if we will fight invading Argonians or Thalmor