In the v3.05.1 update, I added a wandering Thalmor Agent to the Immortal Coil quest in order to add some tension to the letter delivery. So, when a user was curious why there was no option to turn in the Talos worshipers, it made sense to use the same agent to do so. Moreover, as the dialogue is conditioned to the MaleElfHaughty voice and Thalmorfaction, you can actually turn them in to any male Justiciar.
Keep in mind this is not an Imperial option, but rather a Thalmor option. Imperial-aligned PCs should still be able to complete the quest normally. I’m of the belief the Imperials aren’t interested in enforcing this law, which is why Ondolemar has trouble convincing the Jarl to arrest Ogmund.
Now I realize a mod NPC, Orenius, mentions doing that very thing, but that’s to show how distanced he is from the Penitus Oculatus. In other words, the Empire basically put him out to pasture by assigning him to a zero priority task, annoying both him and the Thalmor in the process by having them work together. The reason for this “punishment” being his obsession with the Raven of Anvil.
Still, even if you disagree and feel the quest is only friendly to Stormcloaks, this will provide you with an option to turn Arilwaen in.