Out of curiosity, have you seen harpy nipples? If so, where? The fact that they wear bikini tops (or whatever they are) could simply be an attempt to imitate the more advanced species of azeroth, a way to show that they are not just primitive bird people. Or something. Also, the 'breasts' that you see could also be composed of dense and powerful muscle tissue to enable the harpies to fly but, coincidentally, look like boobies.
Other possibles are the fact that they are simply oviparous and then breast feed their young afterwards like the platypus. Laying eggs does not preclude breast feeding, it just makes it unlikely. On earth. On Azeroth, however, it was probably more beneficial for these harpies to develop oviparity because trying to fly around whilst preggers would be highly inefficient and dangerous and therefore laying an egg would make more sense. Assuming they evolved in a cliffy, mountainous environment.
Your biological observations are all based on what you know of earth's physics and biology and is therefore flawed. You are assuming that the chitinous material that make up crab and nerubian exoskeletons are composed of the same material and is therefore subjected to the same limitations. The nerubians would still be classified as arthopods, based on external appearance, but silithids would no longer be classified as such due to the genetic tampering of c'thunn. I guess they would have their own phylum now as they are no longer restricted to merely being jointed creatures (if memory serves, and it sometimes doesn't). However, having evolved from the same species as the nerubians they would have originally been classified as arthopods as well (based solely on external appearances).