Demons have always been a major part of Warcraft. Two classes center around their demonic energies. In the First War they were central for the Invasion and the entire story we know. Demons were the cause of the Third War, the creation of the Scourge. They were major and serious enemies throughout the world in Classic WoW. Demons unaffiliated with the Legion and with the Legion were present in the story through many expansions including even Wrath (although dropped without ending). Three Horde races exist as they are now because of the actions of demons.
In Legion, the Legion was portrayed as buffoons. Always failing. They kill the two faction leaders in a cutscene, but players never actually experienced failure in their quests/gameplay. Even KJ admits they're failures then he dies rather anticlimactically despite being a looming threat in the story forever. Remember when Illidan cowered at his presence in Outland and accepted his quest in WCIII?
Do they disappear from the story in totality? Or do they continue as vague threats, corrupting influences or indifferent/arbitrary powers such as the Daedra from the elder scrolls? The Daedra are a far better written demonic force.
The Burning Crusade is over, but demons will always be. If blizzard ignores them then lol