I heard a theory the other day that Xal appears in SoD because of her/Iridikron's deal with the Infinites. She's gone back to Vanilla and is interacting with us to some ends. Because AFAIK the dagger was missing in history for a while until we found it in Legion, and "Xal" has a distinct elven form in SoD, when she never had a form until she possessed that elf in BFA (unless I'm mistaken).