They are the ruling political party in the Aldmeri Dominion in Valenwood and Summerset Isle.
And to my point
No they should not be a fraction in
Skyrim maybe in Valenwood and Summerset Isle but not Skyrim.
However it would be cool if they added rumors about them in Skyrim.
im also a Cameron suppoter so im completly against the Thalmor so i wouldnt join them anyway