Disregarding the emotional ties to religion driving the war, if you look at it from strategic standpoint: Most individuals on both sides want to return to talos worship. Both sides consider the Thalmor their ultimate enemy. From readings and accounts found in-game, the Empire didn't actually enforce the talos ban until Ulfric started the war. The Empire knows a second war with the Thalmor will come soon, and want to be at full strength when that time comes. The Stormcloaks want to fracture the empire, making it weaker and open to invasion, all over a percieved betrayal. I simply can't imagine a logical situation where you'd want to go with the stormcloaks. Skyrim does not have the same natural defenses or organized forces that hammerfell does, and warring with the empire will only make things easier for the Dominion.