It makes perfect sense. What would be the biggest impediment to a surprise attack on the Empire? A Dragonborn emperor who could see the future, of course. So they had the Mythic Dawn wipe them out. Now, I can only speculate as to how much they actually knew of the Mythic Dawn (they may have thought them a deluded but useful tool, for instance). So, the Thalmor inadvertently caused the Oblivion Crisis just to ensure that they would be able to defeat the Empire when they had amassed enough power to do so. In fact... they may have known that the Oblivion Crisis would occur and used that in an attempt to weaken their enemies and gain support for themselves. I don't get how they would have solved the problem, so this is entirely speculation. But it is awfully convenient that the biggest threat to the Empire sprang into action immediately after the death of the ones who could have foreseen it.
We need a new Dragonborn Emperor. It's high time we put these Nazi elves into the ground.