Bethesda "sort of" gave a really vague explanation to this.
Hermaeus Mora and all the Daedra are not bothered with Nirn and Tamriel at all, they have no feelings for mortals in any real way like that, since they didn't even share in the creation of Nirn, so they use mortals like chess pieces, it's all a game for them.
Hermaeus Mora plays another game for himself, he
loves knowledge! And so he does whatever needed to get all of it, as with the Skaal. Mora doesn't need the knowledge (or maybe he does, but don't see any way he would) it's just the fact the Skaal have hid the knowledge from him from so long that makes him want it. We all want what we can't have right? It's just a competition for him.
And then the to explain the dragonborn thing. Imagine all the 9(?) daedra competing with each other, bragging with their power and such. Imagine what bragging rights Mora would have, to not only usurp
one dragonborn as his servant, but
two different Dovahkiin as his champions!
To simplify it, imagine all the Daedra have one chess-pawn as their champion, would you not be jealous of that one Daedra that shows up with a Chess-Queen instead as his/her Champion?
