You weren't paying attention in Suramar if you ever thought they would join the alliance. They are basically blue bloodelves, mana addiction and all. Both blood elves and. Nightelves are descendants of high elves who weren't very liked by the rest of the night elves for their use of arcane magic.
Also, the Alliance didn't lose them, because they never were part of the alliance. You know, because they've been in a bubble for 10000 years.