Sargeras wasn’t duped. The Nathrezim were just extra careful to keep their plans running parallel to his for the duration of the Burning Crusade. He was never brought directly in contact with death because his “agents” took care of that for him while he focused on bringing his perfect order to the cosmos. While he was regenerating after the first invasion of Azeroth failed, they were able to work through is generals, Archimonde and Kil’jaeden. Those two just took for granted that the nathrezim’s loyalty to Sargeras was unquestioning and listened any time they offered new toys like the lich king to work with.
I also posted a larger explanation from their perspective in a thread here.