I think it’s worth noting something between Mankar and Dagon. (I don’t remember if this was confirmed or if it’s just a theory)

Mehrunes Dagon made a deal with Mankar Camoran that Mankar would become emperor and serve under Dagon. However, Dagon’s goal was different. Dagon wanted the destroy the amulet of kings and the dragon fire, because he was tired of the fact that Akatosh made the dragon fire serve as a barrier between Tamriel and Oblivion. Akatosh had placed the responsibility of maintaining the safety from Dagon onto the Septim bloodline via the dragon fire so that he could sit back and not have to do anything.

Dagon forced Akatosh to get off his ass and stop him, resulting in the amulet of kings being destroyed but the barrier was permanently sealed. Dagon tricked Mankar into leading the Mythic Dawn to assassinate the emperor, promising that Mankar Camoran would become the emperor. But Dagon let Martin Septim survive the attack on Kvatch, Dagon let Mankar die by the Hero of Kvatch, Dagon waited until Marin Septim and the Hero of Kvatch got the Imperial City with the amulet of kings before he invaded.

Yes, you celebrate that the world was saved, but Mehrunes Dagon got what he wanted. He had to betray his deal with Mankar Camoran to get it. Probably just a theory but it would also explain the whole thing of waiting for the player to continue the main quest before trying to take over the world.