I mean, I don't even like the undeads, nor the Forsaken, but well, they're at the Horde due to gameplay reasons. Classical faction from the original games that had to be implemented; where would you put them? With the Alliance? No, better with the barbaric and "bad" guys of the Horde. It was just simpler. They could, as many people has said during all these years, have made a third faction, but that was too much effort. The truth is that Forsaken don't belong anywhere at all after Arthas' death.