The demons the illidari train to fight regularly lose to the creatures of azeroth so that has no baring on which are more powerful.
DH training is largely about keeping the demon in check not being the best in either magic or physical capability's. Dk's Don't have the problem of keeping a demon in check have all the bonuses of undeath which include never tiring increased strength and durability ect. then on topic of that they are trained in runefordgeing, three magic types, anti magic, ect.
Dk training is just as good if not better, they have no drawbacks, they can be stronger races then just elfs, they have the added benefits of undeath, they know how to forge rune weapons. they are pretty much better in every way baring speed and as we can see form the illidan vs arthas fight speed isn't all that.