And their affiliation is of their own choosing after his death, which is why they didn't listen to Bolvar and made a pact with Slyvanas. Also, don't think it is proven that the Lich King is an agent of the Jailer, but clearly uses maw powers.
Also also, we have the most loyal member of the Scourge, KelThuzad working for the Jailer after Arthas' death, either because the Lich King was allied with the Jailer or you just choosing to on his own.