The Nords hold to their custom more than anyone else.
This is before Tiber Septim. There is no united Tamriel, nor has there been in written history (I don't think).
The Greybeards still exist. The Dragonborn has existed. The Nord seat of power lies in Windhelm at the Palace of Kings where they are able to more easily convene for council with the Greybeards.
For a Nord king to take up residence in an Elvish homeland is practically blasphemy and there's no way in hell King Jorunn has the support of even a slight majority of the Nords with such an act.
Nords are to humans what Altmer are to elves. The proudest race who consider themselves the first humans to come to Tamriel and conquerors even before Tiber Septim (a Nord) aka Talos was born.