But we can't pretend the Vulpera chose the Horde over the Alliance in a typical sense. It's not like they had much a choice. They live in a desert, are a slave race, and the closest thing they have to a steady flow of resources/protection are from working under the Zandalari/Horde. They're also willing to work with anyone whether that be Sethrak, criminal Trolls, or foreign races. Had the Alliance had more of a presence or offered more money, they'd likely turn coat immediately. There is no deep loyalty, just convenience and survival.
It'd be like faulting the Furbolgs for being associated with NEs. They can't help that they're the nearest potential ally to rely on.