I remember being disappointed there was no "strap me to a missile and launch me at the Summerset Isles" option.

I was disappointed there's no "no I am your prophet make me your High King and stop being racists" option.

Seriously, where was the option to stab the faction you helped in the back and take power for yourself? After you win the war for them you just go back to looting zombie burial sites like a loser.

What does it matter which group of nobility Skyrim's peasants pay taxes to for the next couple of decades?

The taxes don't matter, what does matter is putting forth a unified front next time the turbo-fascist Thalmor-controlled Aldmeri Dominion tries to invade. As the Thalmor themselves put it, it really doesn't much matter who wins the war, all that matters is that the war ends. Either side winning is bad for them.

They also should be above pickpocketing the literal clothes off of every back in Skyrim because it makes them giggle, but they aren't the Dragonborn Skyrim needs, they're the Dragonborn Skyrim deserves.