I'm aware of being able to do exactly that. It's the thing that I was criticizing
Your 3 dialogue options are 'You got me. I believe in Talos', 'I can worship anyone I want', or to remain silent. What I was asking for is the choice to agree with the Thalmor and say "Yes I too don't believe in Talos etc etc" and have them not be hostile. Perhaps how I worded it was bad.
@GTSabreFan: You just made me remember Oblivion's Black Horse Courier. That was a great feature which made it feel like everyone knew what was happening when something important was done
Edit: I want to expand upon choices:
With regards to the Thalmor dialogue above, let's say I roleplay a simple guy who might favour speech and not too great with combat. Now these Thalmor come up to me and talk with me. I know from what I can see right now, with them taking a Stormcloak prisoner, and from what I have heard, that these guys don't take kindly to Talos worship - you'll either be tortured or executed. When asked by them if I have something to confess, what do I, the guy who prefers to talk his way out of bad situations, do ? I tell them "Yep I'm a Talos worshipper. You got me". This is bad as I want to be able to convince them that I agree 100% with what they believe and that I, too, hate Man and the idea of a Man becoming a god is heretical. After all, I'm trying to roleplay someone who uses his speech to get out of sticky situations
Another scenario is with Jarl Balgruff of Whiterun with the Civil War. Now, I'm a die-hard Nord who values our traditions and most importantly Talos. I helped Jarl Balgruff to deal with the dragon threatening Whiterun, risking my life, and I didn't stop there. I went all over the place and put a stop to Alduin and his intent to devour the world.
So now I'm helping Ulfric Stormcloak out and I'm asked to take his axe to Balgruff, the man I have helped out and who I'm sure now respects me greatly. Now as we know, Balgruff hasn't sided with anyone yet as he is uncertain and likely fears for the repurcussions that could follow if things turn sour. I present to Balgruff Ulfric's axe and he realizes it's time to make a choice. What does he do? He doesn't even bother to ask for my input, the guy who just saved the world and helped Whiterun, and instead asks only Irileth and Proventus. There's no speech check or whatever to get him to side with the Stormcloaks instead.
Semi-related to above: We are lead to believe that dragons aren't mindless animals and are in fact highly intelligent, so why can I not defeat dragons in combat and, instead of killing them, get them to aid me in the Civil War? Then I could stroll up to Balgruff with dragons circling overhead and say "Now are you gonna side with the Stormcloaks or what?"