You help their covenant out, save the Shadowlands and gain reputation with them. Just like allied races. I think it is more than enough. Not to mention that their models quality.
Actually, it wouldn't be weird to see them in the land of the living because they're common fantasy races. Vampires, Fauns and Angels are missing from the assortment of playable races. And Gladiators too i guess.
BfA allied races started in Legion and ended in BfA. So, it isn't weird to get something an expansion later, after you help defeat the Jailer.
Mag'hars and Dark Irons are literally leftovers of previous expansions. Besides, we have 9.2.5.