So this felt quite odd and I never actually got a real answer.
The legion wants to rid the worlds of the corruption and blablabla, the nightmare is the corruption sargeras wants to purge from the universe (created and controlled by the old gods directly, in the nightmare's case, they're the armies of N'Zoth)
So wtf is up in the temple of elune? I thought the demons were enemies of the nightmare
PS: I am looking for an actual lore response to this, not a random guess