Hear me out.
Sylvanas plan to get the Val'kyr has failed. She was looking for a way to be resurrected if something happens to her, as that is what her Val'kyr can do. They sacrifice themselves, so she can come back from that terrible place of eternal suffering, like when she killed herself, or when Godfrey killed her in Silverpine. But she's running low on Val'kyr.
So now that her plan has failed, who else to offer eternal "life".
We just learned that when demons die, their soul goes to the Twisting Nether, only to be recreated by Sargeras. They are, in essence, immortal, eternal.
What if Sylvanas is granted a gift by Lord Sargeras, in the same way the Eredar were? Would her soul be anchored to the Twisting Nether instead? Would she be able to escape that place of eternal suffering?
It would certainly be something Sylvanas is capable of doing, especially when it starts to look like the fight against the Legion is hopeless.
Die in the fight against the Legion, waste all your Val'kyr and go to a place of eternal suffering, with no hope of ever returning or join the Legion, become immortal and enjoy eternal "life" in a burning universe.
Doesn't seem like that hard of a choice for her, does it?
Then we're gonna kill a fel banshee and get epic loot.