So on Wowpedia, it is mentioned that the Venthyr are harmed by light, which can cause some bad side effects. The specific of those effects I’ll put behind a spoiler tag to be on the safe side:
Why Venthyr won't be sunbathing anytime soon
“If a venthyr is exposed to the Light for too long, they become an ash ghoul. The only remedy is to find a dark spot, and to consume the anima that venthyr extract, referred to as liquid shadows. It is noted to taste bad to the dredgers.”
https://wow.gamepedia.com/Venthyr
In terms of sunlight, I recall San’layn not really being affected by it. When you fight Prince Valanar, if I recall correctly, at the end of the Alliance Borean Tundra questline, it can be sunny outside and he seems unaffected by it. Most of the other areas involving the San’layn either are dark (Ice Crown Citadel and Nazmir) or they’re indoors. Doesn’t seem like they get too hampered by it, however.
If Venthyr have a problem with light, I assume the same would apply if they came to the living world and went under sunlight. Maybe they’ll invent some really innovative sunscreen or something, who knows? Still, that combined with the idea that they deal with specific souls that come into the afterlife make it a bit more weird to consider them as a playable race candidate, IMO.
I did read some talk on the forums of how Venthyr, as well as other covenants, operate similar to Kyrians in that they assimilate some of the dead that arrive their into their covenant and turn them into one of their own (much like how Kyrians turn anyone into blue humans). I actually have found time to go through Shadowlands, so I was going to see if any of this was mentioned in the game when I reach the Venthyr area.
Assuming it is true, then we have more issues like I mentioned with the Kyrians a post ago with covenant races becoming playable. It becomes harder for me to imagine the covenant races ever becoming playable the more I learn about them.
I’ll again stress that what I typed above is my own personal opinion and things can happen as we continue in Shadowlands.