I think the Dreadlords are just assistants/slaves to the Legion just like some Void creatures, they do not belong in the demon category since they have their own planet and probably a vampiric kingdom with someone else who leads them, they basically got assaulted by the Legion and some of them were forced to join them just like the Draenei. Also they are the cause of major events, Mal'Ganis made Arthas become the Lich King, Tichondrius made Illidan become that winged demon thing, and Varimarthas made the forsaken to be hated by both alliance/horde with the Wrathgate assault. Since the vampire theme is still kinda missing from the game (we only saw it as dreadlords + the blood princes in wotlk) there is a lot potential to get an expansion on Xoroth/Natherza and possibly even a vampiric race.