Okay, here's a list.
1. Alvor of Riverwood flat out says that Nords worshiped Talos and had personal shrines in their houses. More importantly, the Empire didn't stop this. Even at the end of the Civil war, Rikke prays to Talos, and Tullius is all, 'I didn't quite hear that'. So Ulfric had literally nothing to complain about. Of course, a Stormcloack wouldn't bother with this.
2. The Empire did not abandon Skyrim. It was the Stormcloacks that abandoned the empire. For all their talk of being betrayed by a political gambit, it's them that kill their High King and start killing. Regardless of the reasons, pretty much every rebellion or revolution is a betrayal.
3. Would you rather protect a nation or a idea? Just my opinion, but it seems more disgraceful to start another war just because you're not happy with how the fighting stopped then it is to endure an unfavorable situation.
4. Not just the Empire, but every race, could only help the effort against the Aldmeri Dominion. Even if Skyrim is enough, there's no reason to go it alone.
In short, the whole thing just seems like a temper tantrum.