I've completed the Civil War questline in the Empire's favor in one game. Since then, I've noticed several indicators that Talos worship still hasn't been as thoroughly eradicated as one would have expected. One strong indicator of this is that Heimskr seems to be allowed to continue preaching in Whiterun. Other examples are the continued existence of Shrines of Talos in Markarth and Riften. One might expect these to still remain in the wild somewhere, but not in major cities.
Is there any canonical explanation for this?