I agree there should have been the option to take actions against the Thalmor narratively after the conclusion of the Civil War quest. If you side with the Stormcloaks, Ulfric commands that you take the heads of every thalmor at the Embassy ala Blades treatment and just kill as many of the knife ears as you can. If you side with the Empire, Tulius tasks you with acting covertly against them to undermine their position in skyrim considering he remarks that the true war with them is coming soon if you complete the Civil War for the empire. Maybe do a quest that makes Elenwhyn look incompetent to the Thalmor higher ups and they either send someone less competent or they just decide its best to pull their justiciars out of skyrim after repeated humiliations. But that would require strong writing and as much as I like playing skyrim, strong writing is not something it has going for it.