>>717670863
Attacking the embassy would paint a giant target on all of skyrim, so its better for Ulfric to first have the strength of the entire region, and only THEN fuck with the Thalmor, rather than a few rebels.
Technically capturing the cities would get their attention too, but at the same time its an attack by proxy, not a direct one like the Embassy, so the other side would have a harder time to justify being declared war upon while also keeping the facade of "The Thalmor are not the shadow government shut up goy".
Of course, nothing in the game indicates that and Emil did not think of it either 100%, but still - thats the most logical way of looking at the situation.
