That's a bit like saying, if the government outlaws drugs, it's merely a suggestion you don't sell, buy or use them privately. The treaty with the Thalmor makes worship of Talos illegal for everyone. The law was just very poorly enforced until the Thalmor rapped the Empire's knuckles about it. The people who still worship Talos, do so illegally, meaning they are breaking the law by following their believe. For someone who usually tries to be a good citizen that isn't exactly a comfortable situation, just as having to lie about your believes isn't. It's not an ideal situation but the point he's making is that Ulfric (probably motivated by the Thalmor) created a situation which gave the Thalmor the excuse they needed to actively hunt Talos worshippers. Ulfric created a problem then presented the "cure" to gain support for his attempt at the throne. He blew the problem out of proportion and as a result Talos worship went from being illegal on paper to being illegal in practice. It's like when a country brags about violating a UN sanction. They get pressured back into their place. That's exactly what the Thalmor are doing since Ulfric decided to recklessly flaunt defiance of the treaty agreements forcing the Empire to allow the Thalmor a presence to verify that the Empire is keeping with it's deal. Ulfric's complete lack of understanding or complete disregard for politics is not a good trait for a leader who will need to deal with other countries.