Yes, that was the quest - Missing in Action. Couldn't convince the Thalmor to see reason, so they all had to die. Stormcloaks are the good side from their perspective but you can't officially side with them and be the Harbinger (well, again, you can but . . . ). The Empire takes a more utilitarian view to morality, sacrificing some of its morality in the name of pragmatism and/or the "greater good." This is how the US justifies torture, too, as well as diplomatic relationships with thug nations.