Demons in the Warcraft universe were created from the chaotic energies of the Light and Shadow/Void clashing into one-another near the very beginning of existence in a place that would come to be known eventually as the Twisting Nether. Because of the circumstances of their creation and the nature of their home plane, they are themselves often chaotic and prone to tempestuous extremes.
As for Gul'dan and Nerzhul, WoD confirms that the Shadowmoon shaman both worked with and were likely tainted by dealings with Shadow magic and/or the forces of Decay (a magical essence which can be used to bind elementals to a Shaman's will via Dark Shamanism). Decay seems very related to the Shadow and/or Void, detailed in quests such as Silence the Call and Through the Nether, which also connects the Void in part to the Twisting Nether itself. This might be part of the reason the Shadowmoon shaman were susceptible to Kil'jaeden's entreaties - but the rest is masterful use of the circumstances on Kil'jaeden's part.