If the small Stormcloak army could barely get out of a stalemate with a weakened Empire - a fraction of its legions at that - how do they expect to take on the combined Aldmeri Dominion?
A direct path is not accessible for the Nords in Skyrim either. They'd have to go through Cyrodiil before anything. A sea route would be possible, but they'd have to go around Highrock, Hammerfell, and face the obviously-more-powerful Thalmor navy.
They also seem to mention 'Skyrim will lead mankind through those dark times'. Is that implying they look to ally with the Bretons and Redguards, and even possibly the Imperials? Do you think the Empire and Skyrim would ever ally in the near-future? They share a common enemy, and the only bad blood caused between them is from that damn White-Gold Concordat.
I don't understand why the Empire just didn't let Skyrim secede from the Empire, then ally with them right after, and together face the Dominion. It'd save resources, men, time, and would not cause bad blood between them.