Why hasn't Talos killed the Thalmor? If you didn't like the way your hand looked would you cut it off? I ARE ALL WE. The Thalmor are a part of the dream and thus a part of Talos.
Cause he mantled Lorkhan became the central earth bone(Something like it I assume).
He's now not in control but can actually be manipulated by mortals like the Thalmor.
Also being dead doesn't help.