"This was our land. We were here first. Then the Nords came and put chains on us. Forbid us from worshipping our gods." - Madanach
Nords are also denying the people of the Reach free worship. They were slaughtered by Ulfric Stormcloak and his Militia creating the Forsworn, now they're an entire new issue to deal with.
Every official who worked for the Forsworn was put to the sword, even after they had surrendered. Native women were tortured to give up names of Forsworn fighters who had fled the city or were in the hills of the Reach. Anyone who lived in the city, Forsworn and Nord alike, were executed if they had not fought with Ulfric and his men when they breached the gates. "You are with us, or you are against Skyrim" was the message on Ulfric's lips as he ordered the deaths of shopkeepers, farmers, the elderly, and any child old enough to lift a sword that had failed in the call to fight with him.
So when a "grateful" Empire accepted Ulfric's victory and sent soldiers to re-establish the rule of law in the Reach, it was no surprise that he would demand to be allowed to worship Talos freely before the Legion could enter. With chaos running through the streets of Markarth and the reports of deaths rising every day, the Empire had no choice but to grant Ulfric and his men their worship. - The Bear of Markarth
Talos worship was still ongoing under the Empire's complete rule, the Nords didn't pay much attention to the Talos ban and everyone still had their little shrine to Talos, the ban has been in place for nearly thirty years without issue, the Thalmor used Ulfric to gain a foothold into Skyrim, he is a Thalmor asset because of this, they benefit from his survival, they were in Helgan trying to save him from losing his head. He caused the problems and forced the Empire's hand.
"It's from that treaty that ended the Great War, remember, when the Emperor was forced by the Thalmor to outlaw Talos worship. We didn't pay much attention to it when I was a boy - everyone still had their little shrine to Talos. But then Ulfric and his "Sons of Skyrim" started agitating about it, and sure enough the Emperor had to crack down." - Alvor
It took the Thalmor an entire week to make an arrest of someone shouting about Talos in Markarth, which is the headquarters of the their Talos hunting group, the Justiciars
.