The Nerubians were literally created by the Old Gods.
On top of the fact that there were Old God creatures in Azjol-Nerub:
- The Nerubians;
- Twilight's Hammer and Faceless Ones in the dungeon;
- That Forgotten One in WC3 that barred Arthas' path.
You see? You can't make Underground without the Old Gods.
Just like you couldn't set a storyline in the Twisting Nether without involving the Legion.
Some factions and places are inseparable.