Yeah, I can't imagine any other race(s) that are currently playable that are also not of Azeroth.
Funny story: Mag'har orcs from AU Draenor originally fought against Azeroth until X, Y, and Z happened and the story allowed for it. WoD is what I mean.and have never fought for Azeroth
Not saying that this will be the same case for Ethereals but there are factions of non-hostile Ethereals who have worked with both the Horde and Alliance.